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Financial Institutions
August 2011

Insurance Update: As Recovery Advances,
Insurance Companies Seek Customized Investment Advice

Robert O. Young

Article Introduction
Article Main Body
​As the insurance industry rebounds from the market dislocations of 2008 and 2009, PIMCO’s Insurance Group continues to provide innovative strategies to help clients meet their unique investment needs. We asked the head of our U.S. insurance group, Robert Young, to provide an update on the insurance industry’s recovery and investment solutions that are designed specifically for insurance companies today. PIMCO’s insurance group includes dedicated portfolio managers and client servicing professionals who, combined, have decades of insurance industry experience and provide an array of investment and risk management services, with a focus on variable annuities (VA), general accounts and Bank Owned and Corporate Owned Life Insurance (BOLI/COLI) businesses.

Q: What types of new investing challenges are insurance companies facing today?
Young: Our client base has gone through major capital market dislocations that have brought unprecedented exposure to capital market risk. In the variable annuity space, we continue to see de-risking activity, movement toward fixed income assets and more interest in customized solutions that address risk management concerns. In our general account business, the low yield environment is spurring increased interest in sectors that insurance companies have traditionally shied away from, such as emerging markets. 

Q: Why do insurance companies partner with investment management firms?
Young: Insurance companies appear to be gaining comfort in expanding investment guidelines and risk profiles to create more opportunity for yield and returns. But monitoring risk and preserving principal remain the most important objectives. We believe investment management firms that have shown resilience through the last three years of economic and market dislocations are attractive partners for insurers. In addition, we believe insurance companies need investment managers that have demonstrated a long-term commitment to the insurance business and have a strong team of professionals who can collaborate intellectually and strategically. Our insurance group includes dozens of individuals, including portfolio managers, solely focused on the insurance industry; in many cases, these individuals “grew up” professionally working for insurance companies. We are therefore especially attuned to the accounting, actuarial and other requirements that commonly arise. In the end, though, our firm is first and foremost an experienced investment manager striving to manage risk and deliver returns. 

Q: You mentioned seeing more interest in customized solutions. Can you give us an example of the industry moving in that direction?
Young: Insurance companies provide unique guarantees in the context of a highly regulated and scrutinized industry. So, insurers need robust approaches for managing risk. VA contracts often guarantee the return of principal, subject to certain conditions. In this context, for example, we have collaborated with clients to develop strategies that focus on stabilizing portfolio volatility. In general, we are seeing greater use of asset allocation strategies to rein in specific risk factors, such as market volatility, which ultimately may make the guarantees more prudent financially. Our objective is to collaborate with clients to create products that are financially acceptable to insurance companies; this, in turn, can enable them to offer more competitive products that are attractive to policyholders from a risk/return perspective. 
 
Q: What about challenges in general accounts?
Young: In the current environment of low yields, many insurance companies are looking to expand their investment guidelines. Even some of our most sophisticated clients are frequently underrepresented in various sectors or asset classes. More life insurers are seeking outside advice. Due to the path dependency of many life insurance liabilities, establishing appropriate benchmarks can be challenging. We are spending more time developing customized benchmarks that can capture the capital market sensitivities of the liabilities. We collaborate directly with clients as well as internally with our liability-driven investing group to create solutions.

Q: How has the general accounts business changed since the financial crisis?
Young: Increasingly, insurance companies are outsourcing investment and risk management assignments to specialists. The momentum is building, not abating. Frequently their objective is to gain fresh perspective in a dramatically different economic and market environment. Our time-tested investment process combines top-down and bottom-up analysis and a long-term investment outlook to provide a unique perspective for our insurance clients. We also strive to offer a diversifying approach. Both may offer valuable insight to senior management. We act as a trusted adviser that can manage client investments and develop solutions to challenges the industry is facing.

Q: Has the Bank Owned Life Insurance (BOLI) business also been affected?
Young: The market dislocation has caused many banks to suspend or even exit the business of providing book value and liquidity wraps. This, along with other factors, has caused the overall growth in BOLI to stall for the last few years. However, we are beginning to see green shoots of opportunity. Insurance companies continue to express willingness to provide wraps using hybrid separate account structures. In addition, as interest rates rise, we believe this option will look more attractive to investors. We continue to have active dialogues with the players in the market.

Q: So, all this specialization means insurers need a partner who speaks the same language?
Young: Absolutely. Maintaining a reliable viewpoint and reputation through market dislocations appeals to insurance clients just as it appeals to other types of investors. Insurance clients are starting to challenge conventional approaches and thinking. Many of our portfolio managers and other investment professionals are focused on the insurance industry. This combination of experience in the insurance industry and our investment management expertise has allowed us to talk to clients in their own language and to work with them to help provide innovative strategies.

Thank you, Robert.

Article Disclaimer
Past performance is not a guarantee or a reliable indicator of future results. All investments contain risk and may lose value. PIMCO does not offer insurance guaranteed products or products that offer investments containing both securities and insurance features.

This material contains the opinions of the author but not necessarily those of PIMCO and such opinions are subject to change without notice. This material has been distributed for informational purposes only and should not be considered as investment advice or a recommendation of any particular security, strategy or investment product. Information contained herein has been obtained from sources believed to be reliable, but not guaranteed. No part of this material may be reproduced in any form, or referred to in any other publication, without express written permission. Pacific Investment Management Company LLC, 840 Newport Center Drive, Newport Beach, CA 92660, 800-387-4626. ©2011, PIMCO.

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No part of this material may be reproduced in any form, or referred to in any other publication, without express written permission. Pacific Investment Management Company LLC, 840 Newport Center Drive, Newport Beach, CA 92660, 800-387-4626. ©2013, PIMCO.

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