CBOE RMC: Insurers Grapple With Huge VA Vega
U.S. insurers have equity market exposure in living benefit variable annuities of some $500 billion and total equity vega within that of $1.25 billion, a Tuesday afternoon session at the Chicago Board Options Exchange Risk Management Conference in Sintra, Portugal, heard.
Unlock this article.
The content you are trying to view is exclusive to our subscribers.
To unlock this article: