Workshops

Date Details
Day two 11:00 - 11:50 Workshop session A
 

A1: Risk and culture in insurance

  • Progress on risk measurement should be supported by risk management progress
  • Effective risk management relies on people and culture
  • The cultural aspects of risk are frequently unclear
  • How should ‘risk culture’ be defined, understood and assessed and how can change be effected within the risk management and measurement framework?

Mike Wilkinson and Oliver Davidson, Towers Watson

Level: Business skills – introductory

 

A2: So how do you do all this risk appetite stuff for a with-profits fund?

How you define risk appetite for WP?  For closed WP funds the aim is to distribute the total assets.  So often assets liabilities and it’s not so easy to think about excess capital as the risk appetite metric.

This workshop will cover the financial metrics that can be used.  It will also consider management actions that can be applied if risk limits are breached. 

All in all the workshop will consider the number of quite different ways in which the risk appetite and the risk position can be looked at and how to keep it consistent with the framework the company wants to adopt.

John Jenkins, KPMG and Phil Tervit, AEGON UK

Level: Technical – some prior knowledge required

 

A3: Challenges in optimising return and risk for insurers in a low Interest rate environment

The current low interest rate environment has posed challenges for insurers in setting strategic asset allocation targets. Should CIOs take reversion to previous norms for granted or plan for a “lost decade”, as in Japan?

In this session we will discuss how liability-driven investment considerations combined with stochastic risk modelling can help resolve this dilemma.

Russell Busst then will present a Chief Investment Officer’s view of managing the low yield environment and the investment opportunities for yield enhancement.

Russel Busst and Nigel Hooker, Conning

Level: Technical – some prior knowledge required

 

A4: A new way to calculate risk neutral scenarios

Within the UK insurance industry, there has been a convergence in ESG calibrations and models over the years, not least because of the success (and subsequent pseudo-monopoly) of Barrie and Hibbert.  These have largely been driven from a 'risk neutral' point of view. 

Parit Jakhria produces a brief overview of the developments within UK, before introducing Bahram Mizrai and Ulrich Müller who offers a substantially different approach to 'risk neutral' scenario generation, which is hoping to raise awareness within UK of the range of different approaches possible.

Parit Jakhria, Prudential, Bahram Mizrai and Ulrich Müller, EVMTech

Level: Technical – some prior knowledge required

 

A5: A view from FT Alphaville

Lisa Pollack, reporter for the FT's irreverent markets blog Alphaville, discusses some of her latest investigations.  No footnotes shall be spared. 

Health warning: contains graphs.

Lisa Pollack, FT Alphaville

Level: Introductory 

Date Details
Day two 12:00 - 12:50 Workshop session B
 

B1: Conduct Risk: what is it and what is your role in managing it?

Conduct risk is increasingly in the spotlight for all financial services firms especially with the new Financial Conduct Authority having an exclusive focus in this area. Also, arguably past failure to adequately manage conduct risk contributed to many of the high profile issues in the financial services industry in recent years.

This workshop which will take the format of an interactive discussion is aimed at  building a common understanding of:

  • What are the key conduct risks facing your firm / your clients? 
  • How can they be measured, monitored and managed? 
  • How a conduct risk framework can help to deliver sustainable business? 
  • What is your role as an actuary in managing conduct risk?

Brandon Horwitz, HSBC Bank plc and David Morey, PwC

Level: Technical – some prior knowledge required

  

B2: Draw the boundaries between the risk function and internal audit

Given IA’s role is expanding and they are interested in many of the same issues as the Risk function, how do you ensure a cohesive approach, avoid duplication and ensure complete coverage without compromising the independence of both functions?

Martin Galloway, Prudential and Debbie Laird, KPMG

Level: Business Skills – introductory

 

B3: Alternative sources of inflation-linked assets

The Working Party has sought to evaluate the effectiveness of various financial instruments and strategies in hedging inflation-linked liabilities. We have considered the nature of the hedge, other exposures embedded in the hedging instruments as well as the likely availability of the hedging instruments.

Martin Clarke, PPF, Ralph Frank, Charlton Frank, Stuart Jarvis, Blackrock, Lukas Steyn, Barclays, John Towner, Redington and Guy Whitby-Smith, RBS

Level: Technical - prior knowledge required

 

B4: How to blend ‘qualitative’ with ‘quantitative’: global macro economic themes in strategic asset allocation

As we continue through uncertain times, there will always be a need for qualitative judgement when imposing the high level economic themes that drive the distributions we use to assess risk.  In this practical workshop, we will explore the strengths and weaknesses of a simple ‘entropy’ based approach as used to blend these themes into the strategic asset allocation that backs a typical multi-year cashflow liability.

Alun Marriott and Mark Sinclair McGarvie, Marriott Sinclair LLP

Level: Technical – introductory

 

B5: An appraisal of acquiring fixed income assets on a forward basis

What they are and how they can add value to insurance and pension portfolios. How they are constructed and comparison to traditional interest rate derivatives. Examples of how they fit into portfolio construction. Regulatory and capital; implications and efficiency.

Dick Rae, HSBC and Neil Snyman, Aviva Investors

Level: Technical – Introductory

Date Details
Day two 13:50 - 14:40 Workshop session C
 

C1: Approximations, estimates and errors

In order to understand the risks they face, and against a backdrop of uncertain economic conditions, insurers are increasingly using proxy or ‘lite’ models to estimate capital and solvency under many thousands of scenarios.  Are the latest proxy modelling techniques sufficiently well developed to meet these demands? 

In this presentation we will discuss our work in this area, addressing some of the key themes and issues common across the various methods being used in the industry.

Proxy Models Working Party

Level: Technical - prior knowledge required

 

C2: Reverse stress testing: a case study

The UK Pension Protection Fund was established to protect the pensions of members of UK private sector defined benefit pensions which have insufficient assets and whose corporate sponsor fails.

To improve its ERM framework, the PPF engaged with experts both inside and external to its operations to explore its current risk profile and develop a suite of reverse stress test scenarios. The analysis provided the PPF with new insights into its risk profile, the scenarios leading to the PPF’s potential “failure” and interactions between these scenarios. 

This session will review the principles and objectives of reverse stress testing in the special case of the PPF and then illustrates the application of complex system science techniques for the purpose of reverse stress testing.

Lucy Currie, PPF and Fred Vosvenieks, Milliman

Level: Technical - introductory

 

C3: Role of liquidity in economics, risk and investment

  • Macro: supply and demand including term structure
  • Macro: role of central bank as lender of last resort in an international financial system and systemic liquidity risk
  • Institutional: risk management and value assessment of providing liquidity
  • Capital markets: cost of issuing liquid vs illiquid debt/equity securities and implications for investors and those raising capital
  • Instrument level: liquidity and investment considerations for a range of instruments.

Andrew Smith, AXA UK and James Walton, Legal & General

Level: Technical - prior knowledge required

 

C4: Modelling defaultable sovereign debt          

The events of the last four years have lead to a focus on the possibility of default among issuers of sovereign debt, especially those within the Eurozone. Understanding how distressed and defaulting sovereign debt unwinds and the triggers for default in a historical context is essential both when assessing the risks associated with such events and in building realistic models of these events. In this talk we discuss the recent and longer term historical sovereign defaults and discuss the features of an idealised model for these events.  

Dr. Matthew Lightwood, Conning Asset Management Limited  

Level: Technical - Prior knowledge required

 

C5: Actuaries as 'financial engineers': a strategic analysis

It is important for any profession to continually review and define the scope of its role and the work that it does, to ensure its continued relevance. This is particularly important for the Actuarial Profession, as its traditional roles change and disappear, and as it seek to move into 'wider fields'.

This workshop therefore examines the nature of actuarial work by considering shifts between different 'segments' of the actuarial, accounting and engineering professions over the past century.

It will argue that these shifts across and within these different professions are related and that they were the consequence of changes in how standards relating to the governance of organizations and capital markets were set. Drawing on this analysis, the workshop will argue that that the best description of the work conducted by actuaries is as 'financial engineers'.

It will then explore the strategic implications for determining and marketing the role of actuaries.

Yally Avampour, LSE

Level: Introductory

 

Date Details
Day three 10:50 - 11:40 Workshop session D
 

D1: Risk reporting: working party update

  • The Risk Reporting Working Party seeks to understand risk reporting practices by insurance firms and the working party has developed a framework for analysis
  • summarise the current status of various regulatory and external reporting regulations affecting risk reporting and to relate that to current internal management risk reporting practices whether compliance; programmed or non-programmed in nature; and
  • provide archival evidence of best practice risk reporting by UK; EU and also (benchmarked non EU) insurance firms in the US and Asia. By analyse the disclosures about risk reported by the sample of global top 25 insurers for each of the years 2006 to 2011 inclusive
  • survey best practices reporting by CROS, actuaries, CFOs or nominated risk reporting unit within these organisations
  • results of a roundtable discussion with key senior profession members or CROS discussing the evidence arising from the points above.

Paul Klumpes, EDHEC

Level: Technical – introductory

 

D2: Plural rationality – how it explains regulators management and strategy of insurers

The Anthropological Theory of Plural Rationality predicts four ways in which humans organize themselves. These four ways manifest themselves as four different approaches to strategic and risk management.  Previous work suggests that insurers adopt strategies that align with each of these four “rationalities”. This session will show results of a number of discussions and surveys of US and UK insurer management about the company risk strategy and their own individual risk attitudes, including whether actuaries tend to lean strongly towards certain risk attitudes that could put them in conflict with company risk strategy and management. The session will also share insights from interviews with senior global regulators on how the four “rationalities” play out within the global regulatory community.

Alice Underwood, Willis Re and Elliot Varnell, Milliman

Level: Some prior knowledge required

 

D3: Prioritising customer need to minimise conduct risk?

What the Money Advice Service does, the MAS strategy and the customer insight informing the UK-wide strategy for financial capability.

Speaker: Guy Shone, Money Advice Service

Level: No prior knowledge required

 

D4: Financial repression – is it inevitable and what will it mean for investment decisions

“Financial repression” refers to measures that Governments undertake that have the effect of channelling funds to governments that, in an unregulated market, would go elsewhere, and is typically associated with negative real yields.  

In this session, the Financial Repression Working Party will discuss:

  • Historic precedents for financial repression as a way to liquidate government debt
  • Why has the pension fund “cult of the equity” reversed – including the impact of regulation
  • Impact of unconventional monetary policy - Quantitative Easing and Funding for Lending - on markets and insurers & pension funds
  • More recent overseas precedents – the Japanese lost decades and Irish developments.

Paul Fulcher, Nomura International plc and other working party members

Level: Technical – Introductory

 

D5: Workshop will be a repeat of the most popular workshop

Date Details
Day three 11:50 - 12:40 Workshop session E
 

E1: Model risk and governance

This workshop will cover: 

  • Sources of model risk 
  • Ways to manage model risk 
  • Improving model validation frameworks 
  • Case study 
  • Learning’s from banking and regulatory experience.

Speaker: Vijay Krishnaswamy, Hymans Robertson

Level: Technical – some prior knowledge

 

E2: Credit spreads: what does a 1 in 200 year event look like?

The workshop will be a discussion of the challenges faced in determining what a 1 in 200 year stress event for credit spreads looks like.

We plan to cover: 

  • Consideration of data sources; 
  • Finding models that generate fat enough tails; 
  • Limitations of current modelling approaches.

David Skinner and Zacky Choo, PwC

Level: Technical – some prior knowledge required

 

E3: A unique look at project actuaries  

A unique look into the future of actuarial science and insurance:  

  • How the profession is moving with the times  
  • The new generation of actuaries   
  • How actuarial peers are working towards to new 'peaks and junctures'.  

Actuaries and new regulation: 

  • UK, ASIA, European; new regulation changes 
  • Are actuaries’ key to these decisions and implementing them?

New actuarial projects:

  • How actuarial functions work and implement new projects 
  • Historical actuarial projects - how are they are applied within Business as usual Functions.

Chaim Coutts, The GAAPS Group

Level: Business skills - introductory

 

E4: Financial repression – is it inevitable and what will it mean for investment decisions

“Financial repression” refers to measures that Governments undertake that have the effect of channelling funds to governments that, in an unregulated market, would go elsewhere, and is typically associated with negative real yields.  

In this session, the Financial Repression Working Party will discuss:

  • Historic precedents for financial repression as a way to liquidate government debt
  • Why has the pension fund “cult of the equity” reversed – including the impact of regulation
  • Impact of unconventional monetary policy - Quantitative Easing and Funding for Lending - on markets and insurers & pension funds
  • More recent overseas precedents – the Japanese lost decades and Irish developments.

Paul Fulcher, Nomura International plc and other working party members

Level: Technical – introductory

 

E5: Managing the risk of reputational damage, negligence litigation and misconduct complaints

  • Real-life case studies will illustrate professional dilemmas to help you make decisions on professional issues such as conflicts, speaking up and reporting.
  • The aim is to help you handle tough professional issues – to protect the public and to protect the reputation of the actuarial profession and your own professional reputation. 

Ben Kemp, Institute and Faculty of Actuaries and Tony Hewitt, Imperial College Business School

Level: Professional skills