Insurance Capital for Asset Managers

The companion workbooks

Julian R. Sterling

Every figure printed in the book comes out of these six files, and they come with the book. Each one carries a Controls sheet that compares its own calculation to the value printed on the page. Nothing is locked, protected or watermarked.

No sign-up, no email address, nothing to agree to.

The standard formula charge on any asset

Enter a credit quality step and a duration for debt, or pick an equity category. The whole Article 176 spread grid is on the sheet as a table the formula reads, not as a summary of it.

Capital_Charges.xlsx · XLSX · 8 KB

The four candidates, charged and ranked

Their charges, their income, their return on capital, and both rankings side by side, so the reordering the book is about is visible in two cells.

Mandate_Model.xlsx · XLSX · 7 KB

Annex IV, and what diversification is worth

The correlation matrix in full, the aggregate, the benefit — and a Checks sheet that runs the checks that bind alongside the three everyone uses, so you can watch the useless ones pass.

Aggregation.xlsx · XLSX · 9 KB

What an asset actually costs

Not its standalone charge. The same four funds priced against two insurers of identical size and identical total charges, where two of them swap places.

Marginal_Capital.xlsx · XLSX · 7 KB

Every lever the manager controls

Look-through data, long-term equity status, qualifying infrastructure, matching adjustment eligibility and asset duration — in points and in euros, on one allocation, ranked.

Managers_Levers.xlsx · XLSX · 7 KB

An empty skeleton for a fund of your own

Enter your strategy and read what it costs an insurer to hold, and what it would cost after each move. A second sheet shows it filled in, so the formulas are proven.

Your_Fund.xlsx · XLSX · 8 KB

Download all six, plus the notes  (44 KB)

Three of them are the model that produced the book, loaded with its figures. Two are working tools meant to be overwritten with your own numbers. The sixth is an empty skeleton.

One figure to know about: every equity charge here is quoted at a symmetric adjustment of zero, which is the index eight percent above its own three-year average and not the index at its average. It is a single blue cell in Capital_Charges.xlsx.

If a Controls sheet ever shows anything other than zero failures, the workbook is wrong and I would like to know — the whole point of publishing them is that they can be checked.

Articles on this book

Also by Julian R. Sterling

The other books with companion files. The full list of titles is on the author page.