Media Aviation Debt in Annuity Portfolios: The risks, returns, and SCR charges

Aviation Debt in Annuity Portfolios: The risks, returns, and SCR charges

uploaded July 20, 2021 Views: 921 Comments: 0 Favorite: 0 CPD
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The yields on some types of aviation debt securities are particularly attractive at this time. However, are aviation debt securities sufficiently attractive as matching assets for annuity liabilities when the risk and solvency capital requirements of such securities are considered?
The presentation will firstly outline the macroeconomic background to investing in aviation debt. 
This will be followed by an examination of the risk, return, and maturity characteristics of the main types of aviation debt including, Enhanced Equipment Trust Certificates, aviation asset backed securities, public debt of airlines (secured and unsecured), public debt of lessors (secured and unsecured), and private debt.
Following the examination of the risk, return, and maturity characteristics of the main types of aviation debt, the presentation will examine the likely solvency capital requirement under Solvency II.
Find more information on https://web.actuaries.ie/events/2021/04/webinar-aviation-debt-annuity-portfolios-risks-returns-and-scr-charges. 

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Categories: AFIR / ERM / RISK
Content groups:  content2021

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