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INVESTMENT MANAGEMENT
Our first point of reference for
determining investment risk appetite
is the underwriting climate. When the
opportunity for economic return is strong
in our core underwriting functions,
preservation of capital to support the
insurance business is of paramount
importance. When the insurance cycle
turns down after a period when Amlin
has generated strong capital inflows, more
risk may be taken on in the investment
portfolios, while carefully managing the
balance of risk and reward.
After determining our risk appetite at
a point in the cycle, we then use a value
at risk approach to optimise asset
allocation strategy.
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