Search Results | Showing 1 - 10 of 28 results for "Illiquidity premium" |
| | | ... bid to improve weak demand. One of the key changes is refining specific parameters of the proposed advanced illiquidity premium calculation. "We strongly welcome APRA's reforms, which represent the biggest changes for providers of longevity products ... |
| | | | ... specifically private equity," she says. "First, it's really capturing the diversification that comes from the illiquidity premium. Because unlisted assets can't be sold instantly on the share market, investors need to be compensated for that ... |
| | | | ... capital framework that will impact annuities and retirement income products, namely introducing the "advanced illiquidity premium" (AILP). After consulting with the industry, APRA released its final response to amending prudential standards on treating ... |
| | | | ... available in listed markets. "Private equity, private credit, and real assets offer operational alpha and an illiquidity premium that can materially improve long-term real return outcomes for clients who have the time horizon and liquidity profile to ... |
| | | | ... released several proposals in the next stage of consultations, including a more principles-based approach to the illiquidity premium, including product eligibility under the revised framework, as well as a targeted restriction on assets backing longevity ... |
| | | | ... volatility," he said. "I think there's room for private market investments in their portfolios, and that illiquidity premium can be 2% to 5% returns over publicly like public market securities." |
| | | | ... life insurers to liquidate assets during a market downturn. APRA has subsequently proposed to redesign the illiquidity premium in Prudential StandardLPS 112 Capital Adequacy: Measurement of Capital (LPS 112). The illiquidity premium in LPS 112 increases ... |
| | | | ... as outlined in its Corporate Plan 2024-25," APRA said. Central to the potential changes is calculating the illiquidity premium in LPS 112 Capital Adequacy: Measurement of Capital. "This would lower life insurer capital requirements for annuity products ... |
| | | | ... rewarded for risk. There will still be an equity risk premium that we can capture. There will also still be illiquidity premium that we can capture through the private asset space, through infrastructure, direct real estate, private equity, private debt," ... |
| | | | ... private debt managers has also dropped, down 10% to 84%. Further, 47% of investors are anticipating a reduced illiquidity premium over the next 20 years. In terms of thematic opportunities, investors see opportunity across AI and technology, the energy ... |
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