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Author:
Kevin O'Regan
Source:
Open Forum: Latest Developments in Longevity Hedging for Pension Schemes, 13 October 2010

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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Author:
Chris Watts
Source:
Open Forum: Latest Developments in Longevity Hedging for Pension Schemes, 13 October 2010

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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Author:
Andrew Birkett
Source:
Open Forum: Latest Developments in Longevity Hedging for Pension Schemes, 13 October 2010

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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Author:
James Orr; Wendy Hawes
Source:
GIRO Conference and Exhibition, 12 - 15 October 2010

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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Author:
Events division
Source:
Momentum conference

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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Author:
Sean Flanagan
Source:
Variable Annuities: Bridging the Divide, 17 September 2010

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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Author:
Lukas Ziewer; Darryl Pye
Source:
Variable Annuities: Bridging the Divide, 17 September 2010

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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Author:
Paul Brett; Gary Finkelstein
Source:
Variable Annuities: Bridging the Divide, 17 September 2010

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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Author:
Library services
Source:
Reading list

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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Author:
Resource and Environment Group
Source:
Resource and Environment Group Newsletter, August 2010

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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Author:
mr smith
Source:
testing

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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Author:
ERM Practaice Executive Committee

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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Author:
Andrew Hitchcox
Source:
Risk and Investment Conference, 13 - 15 June 2010

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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Author:
Felix Goltz
Source:
Risk and Investment Conference, 13 - 15 June 2010

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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Author:
Patrick Kelliher
Source:
Risk and Investment Conference, 13 - 15 June 2010

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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Author:
Sally Bridgeland
Source:
Risk and Investment Conference, 13 - 15 June 2010

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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Author:
Mark Greenwood; Simona Svoboda
Source:
Risk and Investment Conference, 13 - 15 June 2010

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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Author:
Bruno Solnik
Source:
Risk and Investment Conference, 13 - 15 June 2010

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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Author:
Tony Hewitt
Source:
Risk and Investment Conference, 13 - 15 June 2010

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 >>