Document library
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- Author:
- Institute and Faculty of Actuaries
CPD Co-ordinators' Briefing. 29 November 2011
Presentation given at the CPD Co-ordinators' meeting on 29 November 2011 covering: The Profession's Strategy - June 2011 Relevant strategic objectives Why is professional skills training important? Why are we changing the professional skills training ... read more >>
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- Author:
- Paul Brenchley; Kathryn Morgan
- Source:
- Life Conference and Exhibition, 20 - 22 November 2011
B02: ORSA - from regulation to reality
ORSA Kathryn Morgan (FSA) and Paul Brenchley (KPMG) From Regulation to Reality 21 November 2011 Key messages from the FSA • There are no excuses for not doing anything • Most firms have a lot of the components in place already • ... read more >>
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- Author:
- Anthony Bentley; Keith Bevan
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- Life Conference and Exhibition, 20 - 22 November 2011
F11: The role of the actuary in enterprise risk management (ERM)
30/11/2011 1 Life Conference and Exhibition Actuaries in ERM Keith Bevan & Anthony Bentley © 2011 The Actuarial Profession www.actuaries.org.uk Making ERM relevant to the actuaries 22nd November 2011 Agenda for this session • An ... read more >>
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- Author:
- Peter Banthorpe; Joseph Lu
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- Life Conference and Exhibition, 20 - 22 November 2011
E04: Stress testing and scenario modelling of longevity
30/11/2011 1 Life Conference 2011 Peter Banthorpe, Joseph Lu Stress testing and scenario modelling of © 2010 The Actuarial Profession www.actuaries.org.uk longevity 22 November 2011 Agenda • Possible medical advances impacting longevity; • ... read more >>
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- Author:
- Ian Costain; Mark Dainty; Scott Eason; David Prowse
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- Life Conference and Exhibition, 20 - 22 November 2011
D07: Alternative careers and future of the insurance actuary
30/11/2011 1 Alternative Careers and Future of the Insurance Actuary Monday 21st November 2011 The UK’s most commonly used interview phrase: “Where do you see yourself in 5 years time?” 0 Alternative Careers and Future of the Insurance Actuary ... read more >>
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- Author:
- Paul Fulcher; Stuart Jarvis
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- Life Conference and Exhibition, 20 - 22 November 2011
G01: Stable measures of risk capital
14. The purpose of capital and the impact of regulation I now want to take a step back and consider why insurance companies – or other financial institutions – might hold capital, and the impact of regulation on the issues Stuart has discussed ... read more >>
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- Author:
- Continuous Mortality Investigation
CMI library of mortality projections. Additional projections from version 1.3 of the library
Volume 8 of the CMI library of mortality projections. Notes IMPORTANT NOTES REGARDING VERSION 1.3 OF THE CMI LIBRARY OF MORTALITY PROJECTIONS 1 This is volume 8 of version 1.3 of the Library issued in November 2011. Please see the associated User ... read more >>
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- Author:
- Continuous Mortality Investigation
User guide to version 1.3 of the CMI library of mortality projections
This user guide is issued alongside version 1.3 of the CMI Library of Mortality Projections and seeks to provide an overview of the library and the projections it contains. 1 Continuous Mortality Investigation User guide to version 1.3 of the CMI ... read more >>
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- Author:
- Andrew Chamberlain; James Tuley
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- Life Conference and Exhibition, 20 - 22 November 2011
E01: Counterparty risks within groups
25/11/2011 1 Life Conference 2011 Andrew Chamberlain and James Tuley Counterparty risks © 2010 The Actuarial Profession www.actuaries.org.uk within groups November 2011 Counterparty risks within groups Agenda • Entities subject to ... read more >>
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- Author:
- Peter Murphy
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- Life Conference and Exhibition, 20 - 22 November 2011
D12: Ex-post justification (the dangers of plausible explanations)
25/11/2011 1 Life Conference and Exhibition 2011 Peter Murphy, Lloyds Banking Group Ex post justification © 2010 The Actuarial Profession www.actuaries.org.uk The dangers of plausible explanations 21 November 2011 Ex post ... read more >>
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- Author:
- Tim Ford; Michael van Vuuren
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- Life Conference and Exhibition, 20 - 22 November 2011
C12: International experience of internal model approval - a level playing field?
© 2010 The Actuarial Profession � www.actuaries.org.uk Life Conference and Exhibition 2011 Tim Ford & Michael van Vuuren, Ernst & Young International experience of internal model approval 21 November 2011 Agenda for today 1 – Context – What ... read more >>
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- Author:
- Scott Robertson; Niall Clifford
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- Life Conference and Exhibition, 20 - 22 November 2011
C07: What alternative investments are of interest to life companies
© 2010 The Actuarial Profession www.actuaries.org.uk Life Conference 2011 Scott Robertson and Niall Clifford, KPMG LLP What alternative investments are of interest to life companies? 21 November 2011 Contents 1. What alternative assets have ... read more >>
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- Author:
- Mark Hutton; Russell Ward
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- Life Conference and Exhibition, 20 - 22 November 2011
C01: Embedding a daily solvency monitoring capability for risk managament under Solvency II
Life Conference and Exhibition 2011 Mark Hutton and Russell Ward Hutto Implementing Daily Solvency Monitoring © 2010 The Actuarial Profession ? www.actuaries.org.uk 21 November 2011 Agenda • Key drivers of the project • Example output ... read more >>
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- Author:
- Greg Becker; Michael A Patton
- Source:
- Life Conference and Exhibition, 20 - 22 November 2011
A05: Science non-fiction genetics and insurance
© 2010 The Actuarial Profession www.actuaries.org.uk Greg Becker Prof Michael Patton Science non-fiction: Genetics and Insurance November 2011 1 © 2010 The Actuarial Profession www.actuaries.org.uk We always overestimate the change that will ... read more >>
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- Author:
- Clara Hughes; David Prowse
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- Life Conference and Exhibition, 20 - 22 November 2011
B12: The UK life market in 2011 and beyond - a rating agency perspective
© 2010 The Actuarial Profession ? www.actuaries.org.uk Life conference and exhibition 2011 David Prowse & Clara Hughes, Fitch Ratings UK life in 2011 and beyond A rating agency perspective 20-22 November 2011 Agenda Credit Ratings UK Life Market – ... read more >>
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- Author:
- Nick Walker; Neil Wannop
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- Life Conference and Exhibition, 20 - 22 November 2011
B09: IFRS 4 Phase 2 - it's time to get serious
© 2010 The Actuarial Profession � www.actuaries.org.uk Life Conference 2011 Nick Walker and Neil Wannop IFRS 4 Phase 2 It’s time to get serious 21 November 2011 Agenda 1 1 Project timeline 2 Recent developments 3 Presentation and disclosures 4 Next ... read more >>
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- Author:
- Matthew Little; Matthew Taylor; Andrew Rendell
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- Life Conference and Exhibition, 20 - 22 November 2011
B05: Tax after Solvency II
© 2010 The Actuarial Profession � www.actuaries.org.uk Life Conference and Exhibition 2011 The Actuarial Profession Tax Working Party Matthew Little, Matthew Taylor and Andrew Rendell Tax after Solvency II 21 November 2011 Tax after Solvency 2 Overview ... read more >>
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- Author:
- Seth Eshun; David Honour
- Source:
- Life Conference and Exhibition, 20 - 22 November 2011
B03: Capital aggregation under Solvency II
25/11/2011 1 Life Conference 2011 Seth Eshun and David Honour Capital aggregation © 2010 The Actuarial Profession www.actuaries.org.uk and attribution Background • Capital is the amount of money, assessed on a realistic basis, which a firm ... read more >>
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- Author:
- Ian Cooper; Neil Snyman
- Source:
- Life Conference and Exhibition, 20 - 22 November 2011
H02: LPI market - LPT, fatal floors in BPA pricing
11/25/2011 1 Life Conference 2011 Neil Snyman and Ian Cooper BPA Pricing © 2010 The Actuarial Profession www.actuaries.org.uk Fatal Floors in the LPI Market Agenda 1. History of LPI 2. Supply and Demand 3. Modelling LPI 4. LPI Alternatives ... read more >>
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- Author:
- Pete Lee; Tony Lovick
- Source:
- GIRO Conference and Exhibition, 11 - 14 October 2011
B11: Redefining the deviance objective for generalised linear models - Relieving the pressure from tight fitting models
29/11/2011 1 © 2011 Towers Watson - used with permission by The Actuarial Profession Redefining the deviance objective for generalised linear models Tony Lovick, Pete Lee Relieving the pressure from tight fitting models October 2011 Agenda ... read more >>