Alternatives and derivatives

A key challenge of any peer comparison is establishing a suitable peer group. In our latest Frontier Line research paper…

The cluster analysis session was one of the most popular of the our 2020 conference. At Frontier, cluster analysis is…

This paper is the first of a two-part look at Insurance linked securities (ILS).

In the second part of our ILS review we consider the turbulent market conditions and memories of recent losses that have tested capacity in the Insurance Linked Securities (ILS) market.

Portfolios with return objectives linked to inflation (e.g. CPI + x%) are exposed to the difference between predicted and actual…