Document library
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- Author:
- Lucy Currie, PPF and Fred Vosvenieks, Milliman
- Source:
- Risk and Investment Conference 2013
C2: Reverse Stress Testing: A Case Study
The UK Pension Protection Fund was established to protect the pensions of members of UK private sector defined benefit pensions which have insufficient assets and whose corporate sponsor fails. To improve its ERM framework, the PPF engaged with experts ... read more >>
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- Author:
- Russel Busst and Nigel Hooker, Conning
- Source:
- Risk and Investment Conference 2013
A3: Challenges in optimising risk and return for insurers in a low Interest rate environment
The current low interest rate environment has posed challenges for insurers in setting strategic asset allocation targets. Should CIOs take reversion to previous norms for granted or plan for a “lost decade”, as in Japan? In this session we will discuss ... read more >>
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- Author:
- Conflicts of Interest Working Party
Conflicts of Interest Working Party (2012). Email to members re the Conflicts of Interest Package 2 July 2012. Edinburgh: Institute and Faculty of Actuaries
This is a copy of the email sent to all members regarding the conflicts of interest package on 2 July 2012. Conflicts of interest email to all members 2 July 2012 Conflicts of Interest The Conflicts of Interest Working Party has now put the final ... read more >>
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- Author:
- Institute and Faculty of Actuaries
Finance and Investment Board - Terms of Reference
This document sets out the objectives of the Finance and Investment Board (formerly known as Practice Executive Committee (PEC)). Finance and Investment Board Terms of Reference Overall Board Objective: To be a source of expertise within the ... read more >>
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- Author:
- Standards Review Committee
Standards Review Committee (2011). Professional Standards Directory Update 24. Edinburgh: Institute and Faculty of Actuaries
This is the Professional Standards Directory Update 24 issued to all members on 1 September 2011 setting out changes to the professional standards which members are to follow. Professional Standards Directory Update 24 1 September 2011 1 ... read more >>
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- Author:
- A Rubenstein
Pensions investment in infrastructure, Alan Rubenstein
12/04/2013 1 © 2010 The Actuarial Profession www.actuaries.org.uk [Infrastructure seminar] Alan Rubenstein Our foundations for infrastructure 11 April 2013 Background to the PPF • 106% funded (31/1/13) • £18bn balance sheet liabilities ... read more >>
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- Author:
- R Gardner
Pensions investment in infrastructure, Robert Gardner
12/04/2013 1 Private & Confidential Pensions Investment in Infrastructure 11 April 2013 Pensions Investment in Infrastructure Robert Gardner Co-CEO of Redington 1 Private & Confidential Pensions Investment in Infrastructure 11 April ... read more >>
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- Author:
- J Segars
Pensions Infrastructure Platform, NAPF
12/04/2013 1 Joanne Segars, NAPF Pensions Infrastructure Platform “British pension funds for British infrastructure…” 12/04/2013 2 Current Trends Percentage of assets invested in infrastructure Average percentage invested per fund 0 0.5 1 1.5 ... read more >>
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- Author:
- Consultations Group, (Helena Dumycz, lead staff member)
- Source:
- Consultation response (2013)
Consultation Response: Financial Services Authority. CP12/38 Mutuality and with-profits funds: A way forward
Consultation Response Financial Services Authority CP12/38: Mutuality and With-Profits Funds: A Way Forward 19 March 2013 About the Institute and Faculty of Actuaries The Institute and Faculty of Actuaries is the chartered ... read more >>
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- Author:
- Paul Sweeting
- Source:
- British Actuarial Journal [BAJ] (2007) 13: 579-636
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- Author:
- Steven Haberman and Andres Villegas
- Source:
- Mortality Thought Leadership Seminar Series: Socioeconomic Inequalities in Mortality and Longevity
On the Modelling and Forecasting of Socio-economic Mortality Differentials: An Application to Deprivation and Mortality in England
14/03/2013 1 © 2010 The Actuarial Profession www.actuaries.org.uk Colour palette for PowerPoint presentations Actuarial Bright Green R148 G166 B31 Actuarial Slate R32 G44 B52 * Secondary Olive Green R120 G162 B47 Secondary colour ... read more >>
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- Author:
- Peter Goldblatt
- Source:
- Mortality Thought Leadership Seminar Series: Socioeconomic Inequalities in Mortality and Longevity
Taking Action on the Social Determinants of Health
14/03/2013 1 Socioeconomic inequalities in mortality and longevity Peter Goldblatt Taking action on the Social Determinants of Health 12 March 2013 Thanks to Ruth Bell www.instituteofhealthequity.org 14/03/2013 2 The Commission on ... read more >>
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- Author:
- David Blane
- Source:
- Mortality Thought Leadership Seminar Series: Socioeconomic Inequalities in Mortality and Longevity
Life Course Influences on Old-age Longevity: Drivers of Socioeconomic Differences
14/03/2013 1 Life course influences on old-age longevity: drivers of socioeconomic differences. David Blane. ESRC International Centre for Life Course Studies in Society and Health (ICLS). Background. • The recent increase in life expectancy ... read more >>
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- Author:
- Life and Longevity Markets Association; Institute and Faculty of Actuaries
Call for research: Project to develop a method of assessing basis risk for longevity transactions
The Life & Longevity Markets Association ("LLMA") and Institute and Faculty of Actuaries today calls for proposals for a research project to develop an industry benchmark for understanding Longevity Basis Risk. Call for Proposals for a Research ... read more >>
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- Author:
- Consultations Group, (Helena Dumycz, lead staff member)
- Source:
- Consultation response (2013)
Consultation Response: The Money Advice Service, Draft Business Plan 2013/14
The proposal outlines the Service’s plans to get more people saving, managing debt and protecting what they own - with almost half a million outcomes. A key focus will be on getting younger and low-middle income families more financially savvy, with ... read more >>
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- Author:
- Consultations Group, (Helena Dumycz, lead staff member)
- Source:
- Consultation response (2013)
Consultation Response: FSA CP12/29 : Personal pensions
Consultation response to the FSA. We support the objectives underlying the consultation paper (CP) although we have some concerns regarding the approaches proposed to be adopted. In particular, we believe that more thorough consideration needs to be given ... read more >>
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- Author:
- Malcolm Jones
- Source:
- Sessional Research Event: Efficient Portfolio Construction Using Cash-based and Derivative Instruments
Seeking diversification through efficient portfolio construction using cash-based and derivative instruments
Seeking diversification through efficient portfolio construction using cash-based and derivative instruments A discussion paper By M.W. Jones (based on working party paper by M.W. Jones, J. Neate and C. Yan) Presented to The ... read more >>
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- Author:
- Institute and Faculty of Actuaries
Detailed Task and Person Specification for members joining the Finance and Investment PEC
This document sets out details about the volunteer vacancy for a new member of the Finance and Investment Practice Executive Committee (PEC). The Institute and Faculty of Actuaries Finance and Investment Practice Executive Committee (PEC) – member of ... read more >>
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- Author:
- Marcus Mollan
- Source:
- Momentum Conference 2012
C02 Diversified investment strategies for DB, DC and insurance
© 2012 The Actuarial Profession ? www.actuaries.org.uk Momentum Conference 2012 Marcus Mollan, Head of Solutions Research, Legal & General Investment Management Diversified Investment Strategies DIVERSIFICATION: BASICS Diversification within ... read more >>
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- Author:
- Dr Aled Jones; Irma Allen; Nick Silver; Catherine Cameron; Candice Howarth and Ben Caldecott
Research report - Resource constraints: sharing a finite world. Implications of Limits to Growth for the Actuarial Profession
Economic growth has received significantly more attention globally over the last few years. While traditional growth has been very visible through the consumption of resources, the resources required to sustain the current level of economic growth may not ... read more >>