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Author:
Robert Hayes
Source:
Investment strategy for pensions actuaries seminar, 26 January 2006

LDI (liability driven investment) and return solutions. MLIM - Equity Manager perspective (handouts)

1 Portable Alpha: Potent or Pointless? Robert Hayes Strategic Advice Service BlackRock Agenda ? What is portable alpha? ? Why might it be attractive? ? Concept v reality ? Three forms of portable alpha ? Getting at Alpha ? Residual Beta ? Fees and ... read more >>

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Author:
Chris Hartley
Source:
Investment strategy for pensions actuaries seminar, 26 January 2006

Liability driven investment. A bond manager's perspective (handouts)

1 PRESENTATION TO Pensions Actuaries Seminar PRESENTED BY Chris Hartley 26 January 2006 Liability Driven Investment A Bond Manager s Perspective 11V0791 Agenda Identifying pension scheme risks Hedging pension scheme risks The industry today Reducing ... read more >>

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Author:
Brandon Horwitz
Source:
Current issues in investment for pensions actuaries seminar, 13 February 2005

Swaps and other banking products (slides)

Swaps and Other Banking Products 13 February 2006 Brandon Horwitz European Pensions Group 020 7677 3411 brandon.horwitz@morganstanley.com Table of Contents The Actuarial Profession L:\Product Teams\Pensions\Brandon Horwitz\Conferences and other client ... read more >>

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Author:
Chris Lewin
Source:
Enterprise Risk Management 2006

RAMP - Analysis and Management for Projects (Handout)

1 RAMP Risk Analysis and Management for Projects By Chris Lewin Agenda How RAMP came about Purpose and scope of RAMP The RAMP process RAMP and financial services RAMP within ERM How actuaries can help RAMP users How RAMP came about Collaboration between ... read more >>

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Author:
Richard Care; Jacqueline Fenech
Source:
Life Convention 2006

Solvency II. Challenges and industry impact (handout)

1 Solvency II Challenges and industry impact Richard Care Jacqueline Fenech Solvency II Agenda: ?What is Solvency II and where is it up to ?Quantitative Impact Study II (QISII) ?Assessment of Impact ?Future Challenges ?Timetable Background: Solvency I ... read more >>

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Author:
Jerry Brown
Source:
Current issues in critical illness seminar, 7 December 2005

Treating customers fairly and critical illness (handouts)

1 33rd ANNUAL GIRO CONVENTION Workshop C02: The Power of Group Thinking and it s Impact on Actuaries Hilton Vienna Hotel, Am Stadtpark Why are we here? Actuaries trade as experts in a field but . Individuals are biased and over-confident Markets are ... read more >>

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Author:
Jerry Brown
Source:
Current issues in critical illness seminar, 7 December 2005

Treating customers fairly and critical illness (handouts)

1 33rd ANNUAL GIRO CONVENTION Workshop C02: The Power of Group Thinking and it s Impact on Actuaries Hilton Vienna Hotel, Am Stadtpark Why are we here? Actuaries trade as experts in a field but . Individuals are biased and over-confident Markets are ... read more >>

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Author:
Jason Hurley
Source:
Current issues in critical illness seminar, 7 December 2005

Treating customers fairly - a consumer's view (handouts)

1 Treating Customers Fairly A consumer s view Uberrimae Fidei Uberrimae Fidei Utmost good faith 2 Uberrimae Fidei Utmost good faith or One-way street? Insurance companies are like Linesmen Every time that they make a mistake instead of admitting to ... read more >>

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Author:
Jerry Brown
Source:
Current issues in critical illness seminar, 7 December 2005

Treating customers fairly and critical illness (handouts)

1 33rd ANNUAL GIRO CONVENTION Workshop C02: The Power of Group Thinking and it s Impact on Actuaries Hilton Vienna Hotel, Am Stadtpark Why are we here? Actuaries trade as experts in a field but . Individuals are biased and over-confident Markets are ... read more >>

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Author:
Philip Smalley
Source:
Current issues in critical illness seminar, 7 December 2005

Evolution of critical illness (handouts)

1 Evolution of Critical Illness December 7, 2005 By Dr. Philip Smalley MD FRCPC Vice President and Medical Director RGA International Toronto, Benefits of Travel . 2 Benefits of Travel ??? Agenda Review of Critical Illness challenges International ... read more >>

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Author:
Jerry Brown
Source:
Current issues in critical illness seminar, 7 December 2005

Treating customers fairly and critical illness (handouts)

1 33rd ANNUAL GIRO CONVENTION Workshop C02: The Power of Group Thinking and it s Impact on Actuaries Hilton Vienna Hotel, Am Stadtpark Why are we here? Actuaries trade as experts in a field but . Individuals are biased and over-confident Markets are ... read more >>

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Author:
Jerry Brown
Source:
Current issues in critical illness seminar, 7 December 2005

Treating customers fairly and critical illness (handouts)

1 33rd ANNUAL GIRO CONVENTION Workshop C02: The Power of Group Thinking and it s Impact on Actuaries Hilton Vienna Hotel, Am Stadtpark Why are we here? Actuaries trade as experts in a field but . Individuals are biased and over-confident Markets are ... read more >>

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Author:
John Rowland
Source:
Operational risk seminar, 6 December 2005

Getting to grips with operational risk (slides)

1 Managing and measuring operational risk in an insurance company John Rowland Tillinghast General Insurance Spring Seminar 19-20 May 2003 Scarman House Agenda What is operational risk? Management and control frameworks A stress and ... read more >>

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Source:
Operational risk seminar, 6 December 2005

Practical modelling of operational risk (slides)

1 Practical Modelling of Operational Risk Parit Jakhria, Prudential 06 December 2005 STRUCTURE Background Identification Parameterisation Modelling Monte Carlo Sensitivities Aggregation Background Not an ideal world - Quantifying Operational Risk (OR) ... read more >>

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Author:
Brian Rowlands
Source:
Operational risk seminar, 6 December 2005

Implementing an operational risk framework (handouts)

1 Implementing an Operational Risk Framework Brian Rowlands Operational Risk Consulting Ltd Agenda what I m going to cover As advertised, three dimensions: 1. Practical problems with implementing an operational risk framework 2. How to embed the ... read more >>

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Author:
Richard Thomas
Source:
Younger Members' Convention 2005

Added value services in health and protection (Handout)

1 4th Younger Members Convention The City Hall, Cardiff, 5-6 December 2005 Added Value Services in Health and Protection Richard Thomas Managing Director RED ARC Assured Ltd Developing Products Around the Customer Are sales pressures obscuring the ... read more >>

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Author:
Jon Exley
Source:
Younger Members' Convention 2005

Coming to terms with reality (Handout)

1 1 The Actuarial Profession making financial sense of the future Coming to Terms with Reality Jon Exley Younger Members Convention Tuesday 6 December 2005 Jon.Exley@barclayscapital.com 2 Agenda Actuaries and interest rates Actuaries and the long ... read more >>

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Author:
Martyn Dorey
Source:
Younger Members Convention 2005

Copulation - are actuaries up to it? (handouts)

1 Copulation are actuaries up to it? Younger members convention 5 December 2005 Martyn Dorey Murphy s law Joint distribution January 1994-March 2005 -25 -20 -15 -10 -5 0 5 10 15 20 -20 -15 -10 -5 0 5 10 15 20 AW Basic Industries A W ... read more >>

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Author:
Christopher Nichols, Investment Director, Standard Life Investments
Source:
Younger Members' Convention 2005

Liability driven investment competition

1 4th Younger Members Convention The City Hall, Cardiff, 5-6 December 2005 Liability Driven Investment Competition Christopher Nichols FFA Investment Director, Standard Life Investments Liability Driven Investment Importance of interest rate risk ... read more >>

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Author:
Charles Cowling
Source:
Younger Members' Convention 2005

Funding defined benefit pension schemes (Handout)

4th Younger Members Convention Funding Defined Benefit Pension Schemes The City Hall, Cardiff, 5 December 2005 Funding Defined Benefit Pension Schemes Agenda ?The debate at the Institute / Faculty Sessional meetings ?New Guidance Notes ?New ... read more >>