Document library
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- Author:
- Ross Walker
- Source:
- Highlights of Life Conference 2011, Edinburgh, 7 March 2012
Plenary 1: Key economic drivers and the outlook for global yields
24/02/2012 1 Highlights of the Life Conference 2011 Ross Walker, UK Economist, RBS UK Economy Outlook © 2010 The Actuarial Profession www.actuaries.org.uk Economic growth prospects Short-term volatility; deleveraging limits upside over ... read more >>
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- Author:
- Andrew D Smith
- Source:
- Highlights of Life Conference 2011, Edinburgh, 7 March 2012
D02: Liquidity and investment strategy
01/02/2012 1 Liquidity and Investment Strategy Andrew D Smith and Grigory Spivak © 2010 The Actuarial Profession www.actuaries.org.uk Liquidity and Investment Strategy • Why illiquidity matters in investment • Estimating illiquidity premiums ... read more >>
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- Author:
- Nick Walker; Neil Wannop
- Source:
- Highlights of Life Conference 2011, Edinburgh, 7 March 2012
D01: IFRS 4 Phase 2 - it's time to get serious
© 2010 The Actuarial Profession � www.actuaries.org.uk Highlights of Life Conference 2011 Nick Walker and Neil Wannop IFRS 4 Phase 2 It’s time to get serious 7 March 2012 Agenda 1 1 Project timeline 2 Recent developments 3 Presentation and disclosures ... read more >>
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- Author:
- Alastair Clarkson; David Hare
- Source:
- Highlights of Life Conference 2011, Edinburgh, 7 March 2012
C02: : Embedding stress testing as part of an integrated risk management framework
01/02/2012 1 Life Conference and Exhibition 2011 Alastair Clarkson and David Hare Embedding Stress Testing as © 2010 The Actuarial Profession www.actuaries.org.uk Part of an Integrated Risk Management Framework March 2012 Agenda • ... read more >>
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- Author:
- Peter Banthorpe
- Source:
- Highlights of Life Conference 2011, Edinburgh, 7 March 2012
B01: Future medical developments and scenario modelling of longevity
28/02/2012 1 Highlights of the Life Conference 2011 Peter Banthorpe Stress testing and scenario modelling of © 2010 The Actuarial Profession www.actuaries.org.uk longevity 7 March 2012 Agenda • Possible medical advances impacting ... read more >>
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- Author:
- Jamie Leitch
- Source:
- Highlights of Life Conference 2011, Edinburgh, 7 March 2012
A02: Has mortality gone pricing mad?
27/02/2012 1 Highlights of Life Conference 2011 Jamie Leitch, SCOR jleitch@scor.com Is Mortality © 2010 The Actuarial Profession www.actuaries.org.uk Pricing Mad? It’s a mad world! Odd one out? 1© 2010 The Actuarial Profession ... read more >>
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- Author:
- Jean-Marc Robert; John Heckford
- Source:
- Highlights of Life Conference 2011, Edinburgh, 7 March 2012
A01: Solvency II internal model - a case study
27/02/2012 1 Old Mutual: Solvency II Internal Model Challenges and Benefits Jean-Marc Robert and John Heckford © 2010 The Actuarial Profession www.actuaries.org.uk 7 March 2012 Overview Background • Brief overview of Old Mutual Group ... read more >>
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- Source:
- Sessional research event: Financial Management fo the PPF
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- Author:
- Ben Stone, Paul Kitson
- Source:
- OCF Talk: Longevity swaps: The view from both sides of the hedge, 22 February 2012
Longevity Swaps: The View from both sides of the Hedge: The Pension Scheme
21/02/2012 1 Longevity Swaps The view from both sides of the hedge: the pension scheme B St FIA © 2010 The Actuarial Profession www.actuaries.org.uk en one Towers Watson Longevity - the expert’s viewpoint Actual and projected period life ... read more >>
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- Author:
- Michel Abbink; Alan Rae
- Source:
- Life Conference and Exhibition, 20 - 22 November 2011
A06: Closed block consolidation in Europe
Life Conference 2011 Michel Abbink & Alan Rae © 2010 The Actuarial Profession www.actuaries.org.uk Closed Life Blocks Consolidation in Europe? Agenda • Drivers of UK closed-block market development • Analysis of European ... read more >>