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 |
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| 09.30 | Insurer solvency assessment - towards a global framework & strategic issues in the European life sector [pdf] Stuart Wason Director, Mercer Oliver Wyman |
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| 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 |
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| 12.00 | Basel 2 ... Solvency 2 ... A good result? [pdf] Seamus Creedon Consultant, KPMG LLP |
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| 14.30 | Developing a comprehensive risk management & governance framework for a financial conglomerate [pdf] Raj Singh, Chief Risk Officer, Allianz Group |
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| 15.00 | Swiss Re's enterprise risk management system [pdf, 1.6 mb] Hans Peter Würmli, Head of Risk Controlling, Swiss Re |
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| 15.30 | The risks of pension promises and how they might be managed [pdf] Andy Cox, Principal Consultant, Hewitt Bacon & Woodrow |