Document library
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Open forum: latest developments in longevity hedging for pension schemes
How does an underwriter view longevity risk? Kevin O’Regan Head of Longevity Reinsurance, PartnerRe October 12, 2010 2 What is Longevity risk? Longevity risk is “the risk that people live longer than expected” It is a long duration, systemic risk One of ... read more >>
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Banks perspective, Chris Watts
© 2010 The Actuarial Profession www.actuaries.org.uk Latest Developments in longevity hedging for pension schemes Banks Perspective Chris Watts 12 October 2010 Pension Scheme Risk Management Strategies • Important to think of longevity hedging in ... read more >>
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Latest developments in longevity hedging for pension schemes
© 2010 The Actuarial Profession www.actuaries.org.uk Latest Developments in Longevity Hedging Andrew Birkett, Babcock International Group PLC 12 October 2010 Babcock’s perspective What did we do? • Trustees of 3 schemes transacted longevity swaps • ... read more >>
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A08: One year volatility and risk margins - the regulatory review
© 2010 The Actuarial Profession ? www.actuaries.org.uk GIRO 2010 James Orr & Wendy Hawes - FSA One year volatility & Risk Margins - the Regulatory View Aims 1 © 2010 The Actuarial Profession ? www.actuaries.org.uk • This session will ... read more >>
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Momentum conference 2010 booking form
18 Once completed, please fax this form to +44 (0)20 7632 2141 Momentum conference and exhibition 2010 booking form 8 - 10 December 2010 Book on-line at https://www.eventsforce.net/tap/59/register PLEASE COMPLETE IN BLOCK CAPITALS AND TICK WHERE ... read more >>
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A02: Complementary and competing products
© 2010 The Actuarial Profession www.actuaries.org.uk Variable annuities: bridging the divide Sean Flanagan, Deutsche Bank AG Complementary and Competing Products Agenda • What is VA? • Competitive landscape • What happens next? What is a Variable ... read more >>
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B01: Operations, governance and infrastructure
Bridging the Divide – 'Long-term guarantees in a short-term world' Darryl Pye & Lukas Ziewer Operations, Governance & Infrastructure Industry Trends and Case Study © 2010 The Actuarial Profession www.actuaries.org.uk 17 September ... read more >>
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Solvency II impacts, implications and opportunity for VA
Variable Annuities Seminar – 17 September 2010 Paul Brett & Gary FinkelsteinPau Bret Finkelstei Solvency II Impacts, Implications and Opportunities for V i bl A itiar a e nnu es © 2010 The Actuarial Profession ... read more >>
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Reading list: Risk management, 2011-2012
Reading list of books and papers on risk management catalogued by Institute and Faculty of Actuaries libraries, published 2011-2012. An Enterprise Risk Management reading list (2009-2012) is also available but references on ERM ... read more >>
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Resource and Environment Group Newsletter August 2010
The first newsletter by the resource and environment member interest group, dated August 2010. Resource and Environment Group Newsletter – August 2010 This is the first newsletter of the Resource and Environment Member Interest Group, providing some ... read more >>
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Enterprise risk management - is it for you?
Risk management is fundamental to how companies perform and, more generally, to how capital markets behave. How do we balance demand for financial growth and success with the need to pay enough attention to the risk levels that are building up within ... read more >>
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testing
abstract testing Page URL Action required http://109.109.243.50/news/may2010 Please move the videos of the presidents, RH column to archive only – so not to appear anywhere except in the video archive – and only as a link as they current do in the ... read more >>
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How strong is your ERM actuarial skill-set?
The ERM Newsletter dated 3 June 2010 challenged readers to complete an online survey. The ERM Newsletter dated 3 June 2010 challenged readers to complete an online survey: How strong is your ERM actuarial skill-set? Why not complete a quick ... read more >>
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Enterprise risk from the view of the investor working party
10/06/2010 1 Risk & Investment Conference 14 June 2010 Andrew Hitchcox, Ken McGauchey © 2009 The Actuarial Profession www.actuaries.org.uk ERM for insurance companies – adding the investor’s point of view Overview of paper 1. Managing risk ... read more >>
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Construction of efficient stock market indices
6/3/2010 1 Risk & Investment Conference Edinburgh June 14th 2010 , , , Felix Goltz, Ph.D., Head of Applied Research, EDHEC Risk Institute Constructing efficient The Actuarial Profession www.actuaries.org.uk stock market indices • ... read more >>
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Characteristics of different risks working party [slides]
6/3/2010 1 Classification of different risks Patrick Kelliher FIA, Risk Classification Working Group Introduction Coherent risk classification is key to Enterprise Risk Management. Without it, there is scope for overlap and confusion as to which ... read more >>
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Pension fund governance - a CEO's view [slides]
03/06/2010 1 Risk and investment conference 2010 investmen Sally Bridgeland Pension fund governance © 2010 The Actuarial Profession www.actuaries.org.uk a CEO’s view 13-15 June 2010 Questions • What financial risks do pension fund ... read more >>
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Pricing and trading of limited price indexation (LPI) swaps
6/9/2010 1 Risk and Investment Conference 2010 Mark Greenwood and Simona Svoboda LPI swaps © 2010 The Actuarial Profession www.actuaries.org.uk Pricing and Trading 13-15 June 2010 Agenda 1. What is LPI? 2. The inflation options market 3. ... read more >>
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Lessons we have learned regarding risk management modelling [slides]
17/06/2010 1 Risk and investment conference 2010 Bruno Solnik, HKUST & HEC Paris © 2010 The Actuarial Profession www.actuaries.org.uk Lessons we have learned regarding risk management modeling 13-15 June 2010 Lessons from crises: academic ... read more >>
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CPD and Actuaries' Code update [slides]
6/3/2010 1 Th A t i ’ C de c uar es o e © 2009 The Actuarial Profession www.actuaries.org.uk June 2010 A Brief History • Previously used Professional Conduct Standard (PCS) P t M i R i f i i / i ibl f• os orr s ev ew, ... read more >>