Document library
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- Author:
- Richard Shaw; Guy Carpenter
- Source:
- Risk Management Special Interest Group (RMSIG) Event 3 December 2007
The modelling of reinsurance credit risk (Handouts)
1 RMSIG: Credit Risk Evening The Modelling of Reinsurance Credit Risk in Non-Life Insurance 3 December 2007 Staple Inn Hall, Institute of Actuaries Richard Shaw Guy Carpenter Richard Shaw – Guy Carpenter Topics ? Reinsurance Credit Risk ? The Loss ... read more >>
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- Author:
- Bruce Porteous
- Source:
- Risk Management Special Interest Group (RMSIG) networking evening, 24 January 2007
How the integration of insurance and banking techniques and thinking can add real commercial value
How the Integration of Insurance and Banking Techniques and Thinking Can Add Real Commercial Value. Bruce Porteous Head of UK Risk Capital Development Standard Life UK Financial Services AGB Networking Evening Agenda. Action Group for Banking (Bruce ... read more >>
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- Author:
- G M Hosty; S J Groves; C A Murray; M Shah
- Source:
- Sessional meeeting paper
Pricing and risk capital in the equity release market
One of the purposes of this paper is to investigate the profitability of typical equity release schemes in the market at present and so to address the question of whether competition has forced the market to function at non-profitable levels. PRICING AND ... read more >>
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- Author:
- Richard Watts
- Source:
- Derivatives seminar, 15 October 2007
Effective execution and on-going valuation of derivatives (handouts)
1 Effective execution and on-going valuation of derivatives Richard Watts 15th October 2007 Agenda Effective execution and on-going valuation of derivatives ?Risks ?Case study ?Over-the-counter or exchange traded derivatives ?What do I need to trade ... read more >>
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- Author:
- Robert Murray; Rob Warren
- Source:
- General Insurance Convention 2007
Estimating IBNR from year of account projections (handout)
1 34TH ANNUAL GIRO CONVENTION CELTIC MANOR RESORT, NEWPORT, WALES Estimating the IBNR from Year of Account Projections Robert Murray and Rob Warren ? Accident year basis v. year of account (“YOA”) reserving ? Lloyd’s annual accounting ? Methods for ... read more >>
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- Author:
- Finance, Investment and Risk Management Board
- Source:
- Briefing statement.
Briefing note. Issues to be considered when dealing with structured credit assets (SCAs)
In recent years there has been an explosion in the size of the structured credit asset (SCA) category. While these assets can offer investors the opportunity to achieve a more optimal return-risk balance in their portfolios, they also present new ... read more >>
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- Author:
- Finance, Investment and Risk Management Board Working Party; Paul Fulcher (Chair)
- Source:
- Finance, Investment and Risk Management Conference 2007
Practical implementation of liability driven investment
Practical implementation of Liability Driven Investment by The Finance, Investment & Risk Management Board Working Party Presented to the Finance, Investment and Risk Management Conference of the Actuarial Profession, Dublin, June ... read more >>
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- Author:
- Shane Whelan
- Source:
- Finance, Investment and Risk Management Conference 2007
The mis-selling of investment risk in mandatory pension savings (handouts)
1 The Mis-selling of Investment Risk in Mandatory Pension Savings Shane Whelan University College Dublin Outline ? Background/context ? A system to last 100 years and more ? Unusual internationally ? Ireland’s current system ? A snapshot of how it ... read more >>
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- Author:
- Con Keating
- Source:
- Finance, Investment and Risk Management Conference 2007
To what extent does a conflict exist between risk management that benefits regulators compared to risk management that benefits shareholders?
TO WHAT EXTENT DOES A CONFLICT EXIST BETWEEN RISK MANAGEMENT THAT BENEFITS REGULATORS COMPARED TO RISK MANAGEMENT THAT BENEFITS SHAREHOLDERS? CON KEATING FINANCE DEVELOPMENT CENTRE LONDON JANUARY 2007 ... read more >>
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- Author:
- Christopher Chappell; Parit Jakhria; Johann Marais; Andrew Smith
- Source:
- Finance, Investment and Risk Management Conference 2007
Understanding the risks in new asset classes
1 UNDERSTANDING THE RISKS IN NEW ASSET CLASSES Christopher Chappell, Parit Jakhria, Johann Marais, Andrew Smith 1. Introduction The eternal search for alpha in benign financial markets has created increased pressure on investors to add new asset ... read more >>
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- Author:
- Steven Catchpole; Paul Fulcher
- Source:
- Finance, Investment and Risk Management Conference 2007
Presentation by the Practical implementation of Liability Driven Investment Working Party (handouts)
1 Practical implementation of Liability Driven Investment Working Party Paul Fulcher, UBS Investment Bank and Steven Catchpole, PricewaterhouseCoopers Finance & Risk Management Conference, June 2007 Working Party members ? Paul Fulcher (UBS) ? ... read more >>
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- Author:
- John Jenkins
- Source:
- Part VII transfers seminar 2007
The role of the independent expert (handout)
The Role of the Independent Expert John Jenkins What is a Part VII transfer? ? Insurance business transfers are subject to Part VII of the Financial Services and Markets Act 2000 (FSMA) and must be approved by the Court under section 111 ? Section ... read more >>
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- Author:
- Peter McDade; Neil Meldrum; David Stevenson
- Source:
- Our changing future meeting in Scotland
Individual Capital Assessment (ICA)
Our Changing Future - ICA Peter McDade Neil Meldrum David Stevenson All views are those of the authors and do not necessarily represent the views of their employers Agenda Background to ICA Main challenges ICG Process Operational Risk Using the ... read more >>
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- Source:
- Risk Management Special Interest Group (RMSIG) Networking Evening, 17 April 2007
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- Author:
- James Orr
- Source:
- Risk Management Special Interest Group (RMSIG) networking evening, 17 April 2007
Developing the profession's risk management vision
Risk Management Special Interest Group Developing the Profession’s Risk Management Vision Tuesday, 17th April 2007 Overview Introductions and Overview Purpose of This Evening Guest Speaker RMSIG Questionnaire Feedback The Big Question (Hopefully) The ... read more >>
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- Author:
- Peter Vipond
- Source:
- Risk Management Special Interest Group (RMSIG) networking evening, 17 April 2007
The convergence of regulation and risk management
The Convergence of Regulation and Risk Management Peter Vipond – Director, Financial Regulation and Taxation Financial Regulation is moving to a risk-based approach- converging with Supervision ICAS has been key to this approach in the UK. Solvency II ... read more >>
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- Author:
- Faculty of Actuaries Students Society
- Source:
- Our changing future discussion series
Current topics 2007 (FASS). Investment
Our Changing Future discussion series and the Faculty of Actuaries Students’ Society March 2007 Current Topics Investment Authors Steve Catchpole May Lin Shalin Shah Acknowledgements The authors would like to thank Robert McElvanney for ... read more >>
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- Source:
- Finance, Investment & Risk Management networking evening, 22 February 2007
Absolute return strategies for funds with defined liabilities [mp3 sound file]
Recording of the networking evening held jointly with UKSIP and INQUIRE. ... read more >>
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- Author:
- Gareth Derbyshire
- Source:
- Finance, Investment & Risk Management networking evening, 22 February 2007
Absolute return strategies. A pensions perspective
Absolute Return Strategies 22nd February 2007 A Pensions Perspective Faculty & Institute of Actuaries, UKSIP, INQUIRE Gareth Derbyshire Agenda ? Why absolute return? And why now? ? Less β, more α ? Sample asset allocation 1 Absolute Return – ... read more >>
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- Author:
- Euan Munro
- Source:
- Finance, Investment & Risk Management networking evening, 22 February 2007
Absoute returns strategy for with profit fund
1 Finance, Investment & Risk Management Board Network Evening 22 February 2007 Absolute Returns Strategy for With Profit Fund Euan G Munro Head of Multi-asset investing Standard Life Investments 2 Absolute returns for with profit funds – what’s ... read more >>