Financial Risk

Tuesday 23 March 2004, Barbican Centre, London

The papers below were presented at the one-day Financial Risk seminar held at the Barbican Centre on Tuesday 23 March 2004. The one-day seminar was hosted jointly by the International Actuarial Association and the UK Actuarial Profession.

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

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Time   Title and speaker
09.00 Insurance analytics: actuarial methods for financial risk management [pdf]
(Note: this is a previous presentation on which Paul Embrechts' final presentation will be based)

Paul Embrechts
Professor of Mathematics, ETH Zurich, and Centennial Professor of Finance, London School of Economics

09.30 Insurer solvency assessment - towards a global framework & strategic issues in the European life sector [pdf]
Stuart Wason
Director, Mercer Oliver Wyman

11.30 Sceptical thoughts on the way to Basel
'Is Basel Faulty?' or 'Faulty Pillars' [pdf]

Riccardo Rebonato
Group Head of Market Risk, Royal Bank of Scotland, and Head of the RBS Quantitative Research Centre, Board of Directors, ISDDA & GARP

12.00 Basel 2 ... Solvency 2 ... A good result? [pdf]
Seamus Creedon
Consultant, KPMG LLP

14.30 Developing a comprehensive risk management & governance framework for a financial conglomerate [pdf]
Raj Singh, Chief Risk Officer, Allianz Group

15.00 Swiss Re's enterprise risk management system [pdf, 1.6 mb]
Hans Peter Würmli, Head of Risk Controlling, Swiss Re

15.30 The risks of pension promises and how they might be managed [pdf]
Andy Cox, Principal Consultant, Hewitt Bacon & Woodrow


 
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