Finance and Investment Conference 2004

27-29 June 2004, Royal Windsor Hotel, Brussels

The papers listed below were presented at the 2004 Finance & Investment Conference.

Any queries about the Conference should be addressed to the Conference Department at e-mail: conferences@actuaries.org.uk.

The copyright in the content of the conference and seminar papers on this site may rest either with the authors or with the profession. Single copies may be downloaded for private study or research but more extensive copying requires the permission of the copyright owner. Should you wish to make multiple copies of any material please contact the Conference Department.

Monday 28 June 2004

SESSION TITLE/SPEAKER
Session A
(Plenary)
Demand for investment classes [pdf]
Hemal Popat, Watson Wyatt 
Paper [pdf]

 

Session B1 Demand for DC products [pdf]
Philip Garcia, Towers Perrin
Paper [pdf]

 

Session B2 Models of asset pricing: estimating the cost of capital [pdf]
Tim Giles, Charles River Associates
Paper [pdf]

 

Session C1 Valuing business - the role of the actuary [ppt]
Richard Jones
Paper [pdf]

 

Session C2 Property's liability matching qualities [ppt]
Guy Morrell, HSBC
Paper [pdf]
Note: Delegates are invited to send any feedback on this paper direct to the author at: guy.d.morrell@hsbcib.com

 

Session E
(Plenary)
Applications of behavioural finance [ppt]
Ian Sykes, KPMG LLP
Paper [pdf]

 


Tuesday 29 June 2004


SESSION TITLE/SPEAKER
Session F
(Plenary)
Mean reversion [ppt]
Andrew Smith, Deloitte, John Exley, Mercer Investment Consulting, Shyam Mehta
Paper [pdf]

 

Session G1 Fixed interest investment for life insurers - driven by investment principles or regulation? FIB Working Party 3 [ppt]
David Dyer, Axa Investment Managers UK Ltd;
Scott Eason, Watson Wyatt
Paper [pdf]

 

Session G2 Measurement of performance [pdf]
Con Keating, Finance Development Centre
Slides [ppt, 5.5 mb]

 

Session H1 An analysis and critique of the methods used by rating agencies [ppt]
Paul Sweeting
Paper [pdf]

 

Session H2 Dynamic hedging of cash guarantees [ppt]
Rachid Bouchaib, Norwich Union Life
Paper [pdf]

 


 
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