Gold, in all its forms, is certainly one of the most attractive assets in its last ten years: 266.8% for physical gold and 348.6% for gold mining shares while MSCI World posted -11.7% (from December 31, 2000 to December 31, 201'8 EUR hedged). We propose a general analysis to include this asset...

Solvency Capital Requirements – or SCR – are the key numbers of Pillar I of Solvency II. Any company concerned (e.g. an insurer) must calculate a capital according to its liabilities and its assets. The resulting number gives the theoretical level of capital that provides the solvency and...

Solvency II involves a disruption in the asset liability. In this paper, we are interested in investing in some risky asset classes and then discuss solutions that institutional investors can consider with some new calculations. One thing is certain: the relationship with its management company...