Document library
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- Source:
- Credit ratings networking evening, 27 November 2008
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- Author:
- Patrick Rowland
- Source:
- Financial reporting seminar, 23 October 2008
Actuarial forms
1 Getting to grips with operational risk John Rowland December 2005 Agenda What worked – what didn’t Calculating the risk capital requirement Adding value – linking to risk management Initial ICA experience The ICAS regime presents a dual ... read more >>
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- Author:
- Rodney Bonnard; Simon Margetts
- Source:
- General Insurance Convention 2008
Practical market value margins. (Slides)
GIRO 2008: Practical Market Value Margins Rodney Bonnard & Simon Margetts GIRO 2008: Practical Market Value Margins 2 Important Information The information in this pack is intended to provide only a general outline of the subjects covered. It ... read more >>
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- Author:
- Kendra Felisky; Tony Goodall; Tom Wright
- Source:
- General Insurance Convention 2008
Technical (yet practical) reserving tools for a cyclical market. (handout)
1 Technical (yet practical) reserving tools for a cyclical market Kendra Felisky, Tony Goodall & Tom Wright Wednesday 24th September 2008 Agenda • Challenges for reserving actuaries • The underwriting and reserving cycles • Impact of Solvency ... read more >>
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- Author:
- Stephen Jones
- Source:
- General Insurance Convention 2008
Price optimisation: successful practical implementation. (Handout)
GIRO Convention 23-26 September 2008 Hilton Sorrento Palace B3 - Price Optimisation: Successful Practical Implementation Stephen Jones, EMB Implementation path of price optimisation techniques in the UK Extent of ImplementationRoll OutSingle ... read more >>
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- Author:
- Mark Flower; Gillian James; Terry Masters; Jim Riley
- Source:
- General Insurance Convention 2008
Subprime .... impacts for capital assessment. (Handout)
SUBPRIME… Impacts for capital assessment TERRY MASTERS terry.masters@aon.co.uk JIM RILEY jim.riley@aon.co.uk MARK FLOWER mark.flower@aon.co.uk GILLIAN JAMES gillian.james@aon.co.uk GIRO XXXV – September 2008, Sorrento 2 Interesting numbers - ... read more >>
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- Author:
- Gareth Haslip
- Source:
- General Insurance Convention 2008
A practical study of economic scenario generators for general insurers. (Handout)
GIRO Convention 23-26 September 2008 Hilton Sorrento Palace A Practical Study of Economic Scenario Generators For General Insurers Gareth Haslip Benfield Group Agenda ? Introduction to economic scenario generators ? Building blocks of an ESG ? Time ... read more >>
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- Source:
- Open forum, 10 September 2008
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- Source:
- Open Forum, 10 September 2008
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- Author:
- Seamus Creedon
- Source:
- Finance, Investment and Risk Management Conference 2008
Discount rates for valuation, including taking account of liquidity
1 Discount rates for valuation, including taking account of liquidity Seamus Creedon (Working Party Chairman) 15-17 JUNE 2008 HILTON DEANSGATE, MANCHESTER Background ? Extensive feedback to IASB on discount rate elements of DP ? Apparent disagreement ... read more >>
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- Author:
- Viktor Mirkin
- Source:
- Finance, Investment and Risk Management Conference 2008
SWAPS and SWAPTIONS Interest rate risk exposures
1 FINANCE, INVESTMENT & RISK MANAGEMENT CONFERENCE 15-17 JUNE 2008 HILTON DEANSGATE, MANCHESTER SWAPS and SWAPTIONS Interest Rate Risk Exposures Viktor Mirkin vmirkin@deloitte.co.uk 17 JUNE 2008 HILTON DEANSGATE, MANCHESTER Outline ?Cash flow ... read more >>
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- Author:
- Cormac Bradley
- Source:
- Finance, Investment and Risk Management Conference 2008
When theory and practice are not always the same. Earning Libor on cash is easy - isn't it?
Presentation Title Tuesday, 10 June 2008 1 © 2008 Towers Perrin When theory and practice are not always the same Earning Libor on cash is easy – isn’t it? © 2008 Towers Perrin 2 Agenda ? Case study - pension fund de-risking ? The challenge to ... read more >>
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- Author:
- David Cule
- Source:
- Finance, Investment and Risk Management Conference 2008
The market value of pension liabilities (handouts)
1 FINANCE, INVESTMENT & RISK MANAGEMENT CONFERENCE 15-17 JUNE 2008 HILTON DEANSGATE, MANCHESTER The market value of pension liabilities ? What is the “correct” way to price a defined benefit pension obligation? ? Do all market participants ... read more >>
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- Author:
- John McManus
- Source:
- Finance, Investment and Risk Management Conference 2008
Commodities: A strategic asset allocation [handouts]
1 FINANCE, INVESTMENT & RISK MANAGEMENT CONFERENCE 15-17 JUNE 2008 HILTON DEANSGATE, MANCHESTER Commodities: A Strategic Asset Allocation? John.McManus@union-investment.de Commodities: A Distinct Asset Class ?Valuation: bonds & equities ... read more >>
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- Author:
- Martin Weale
- Source:
- Finance, Investment and Risk Management Conference 2008
Annuities and aggregate morality risk: mountains out of molehills (handouts)
1 FINANCE, INVESTMENT & RISK MANAGEMENT CONFERENCE 15-17 JUNE 2008 HILTON DEANSGATE, MANCHESTER Annuities and Aggregate Mortality Risk: Mountains out of Molehills “Even actuaries recognize that longer life is a good thing – but, to the extent ... read more >>
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- Author:
- Ralph Frankland; Andrew Smith
- Source:
- Finance, Investment and Risk Management Conference 2008
Extreme events deriving tail probabilities for economic distributions relevant to individual capital assessents
EXTREME EVENTS DERIVING TAIL PROBABILITIES FOR ECONOMIC DISTRIBUTIONS RELEVANT TO INDIVIDUAL CAPITAL ASSESSMENTS Ralph Frankland and Andrew Smith Members of the LPEC Benchmarking Stochastic Models Working Party Extreme Events A game of two halves: ... read more >>
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- Author:
- Ralph Frankland; Enrico Biffis; David Dullaway; Seth Eshun; Andy Holtham; Andrew Smith; Elliot Varnell; Tim Wilkins
- Source:
- Finance, Investment and Risk Management Conference 2008
Components of yield curve movements. Illustrative worked examples. An Interim Report of the Stress Test Working Party
DRAFT Working Paper Components of Yield Curve Movements Illustrative Worked Examples An Interim Report of The Stress Test Working Party Finance, Investment and Risk Management Convention June 2008 Working party members: Ralph Frankland ... read more >>
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- Author:
- Jon Palin; Nick Silver; Andrew Slater; Andrew Smith
- Source:
- Finance, Investment and Risk Management Conference 2008
Complexity economics. Application and relevance to actuarial work
Complexity Economics Application and Relevance to Actuarial Work A Report from the Agent-Based Modelling Working Party Jon Palin Nick Silver Andrew Slater Andrew D Smith Introduction The purpose of this paper is to introduce the ... read more >>
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- Author:
- FIRM Organising Committee
- Source:
- Finance, Investment and Risk Management Conference 2008
Holiday reading for actuaries (handouts)
1 Holiday Reading for Actuaries FIRM Organising Committee Introduction ? Look at what we read ? No CPD credit ? Audience Participation Amazon (UK) Responses ? Investment – 49,973 books ? Risk Management – 6,705 books ? Actuary – 998 books ? ... read more >>