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Author:
Institute and Faculty of Actuaries

Appointment of Finance and Investment Practice Executive Committee (PEC) Members - detailed task specificaton

This document has been created to provide members, who are interested in volunteering to join the Finance and Investment PEC, to better understand what is involved in this volunteer role. APPOINTMENT OF FINANCE AND INVESTMENT PRACTICE EXECUTIVE ... read more >>

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Author:
Neil Snyman
Source:
Open Forum: An Introduction to RPI/CPI

Risk Managing CPI Exposures

15/10/2012 1 © 2010 The Actuarial Profession  www.actuaries.org.uk Risk Managing CPI Exposures Neil Snyman 1 CPI not just a Pension issue • CPI exposure also affects Insurers • Insurance exposure to CPI is growing mainly through the bulk ... read more >>

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Author:
Ainslie Restieaux
Source:
Open Forum: An Introduction to RPI/CPI

Consumer Price Statistics

Unit 3 - Number Crunching 1 Consumer Price Statistics Ainslie Restieaux, Prices Development, ONS Topics covered in the presentation • The Consumer Prices Index (CPI), the Retail Prices Index (RPI) and CPIH: – History & related measures – ... read more >>

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Author:
Chris Watts; Finance and Investment Practice Executive Committee
Source:
Consultation response (2012)

Working Group on Margining Requirements. Margin requirements for non-centrally cleared derivatives. Consultation response.

The consultation was referred to the Finance and Investment Practice Executive Committee. The response takes the general position that any regime needs to be proportionate and not so onerous or costly as to discourage entities from engaging in hedging ... read more >>

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Mortality improvements by socio-economic circumstances, discussion paper

This paper was presented at a sessional research meeting at Staple Inn Hall, London, on 24 September 2012. Mortality improvements by socio-economic circumstances in England (1982 to 2006) A discussion paper BY J.L.C. LU, W. WONG, AND M. BAJEKAL ... read more >>

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Author:
Paul Shelley
Source:
Consultation response (2012)

Financial Reporting Council. Pension Scheme Incentive Exercises. Consultation Response.

Consultation Response Financial Reporting Council Pension Scheme Incentive Exercises 4 September 2012 About the Institute and Faculty of Actuaries The Institute and Faculty of Actuaries is the chartered professional body for ... read more >>

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Author:
Paul Shelley
Source:
Consultation response (2012)

Financial Services Authority: CP 12/10 Chapters 3 and 4: Product Projections and Transfer Value Analysis. Financial Reporting Council: CP 12/10 Chapter 5: Statutory Money Purchase Illustrations. Consultation Responses.

Consultation Response Financial Services Authority CP12/10 chapters 3 and 4: Product Projections and Transfer Value Analysis 30 August 2012 About the Institute and Faculty of Actuaries The Institute and Faculty of Actuaries is ... read more >>

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Author:
Paul Wooley; Dmitri Vayanos
Source:
Networking event: Replacing the Theory of Efficient Markets

Networking event: Replacing the Theory of Efficient Markets - Implications for Polciy and practice

REPLACING THE THEORY OF EFFICIENT MARKETS--- IMPLICATIONS FOR THEORY AND PRACTICE Paul Woolley and Dimitri Vayanos London School of Economics Plan of the talk  Momentum, reversal and value. Prominent market anomalies.  An institutional ... read more >>

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General Counsel Division (2012). Memoranda of Understanding: Working With Our Co-Regulators. Edinburgh: Institute and Faculty of Actuaries

This document provides some quick tips onworking with our co-regulators Memoranda of Understanding: Working with our co-regulators 2012/2013 Quick reference guide Version 1 August 2012 MEMORAND A OF UNDERS T ANDIN G: WORKING ... read more >>

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Author:
Sarah Mathieson
Source:
Consultation response (2012)

UK Debt Management Office. Super-long and Perpetual Gilts. Consultation response.

Consultation Response UK Debt Management Office Super-long and Perpetual Gilts 17 August 2012 About the Institute and Faculty of Actuaries The Institute and Faculty of Actuaries is the chartered professional body for actuaries in ... read more >>

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IPF Research Commission guidelines 2011-2015

Guidelines for research proposals for funding under the IPF Research Programme 2011–2015. IPF Research Submission Guidelines Page 1 IPF Research Submission Guidelines IPF Research Programme 2011-2015 The IPF welcomes research proposals ... read more >>

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Author:
N. ALLAN, N. CANTLE, P. GODFREY and Y. YIN

A review of the use of complex systems applied to risk appetite and emerging risks in ERM practice

A review of the use of complex systems applied to risk appetite and emerging risks in ERM practice BY N. ALLAN, N. CANTLE, P. GODFREY AND Y. YIN Presented to The Institute and Faculty of Actuaries 28 November 2011 ( London) 17 September ... read more >>

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Author:
Conflicts of Interest Working Party

Conflicts of Interest Working Party, (2012). Conflicts of Interest Information Evenings Powerpoint Presentation. Edinburgh: Institute and Faculty of Actuaries

This was the powerpoint presentation which was used at the conflicts of interest information evenings in July/August 2012 in London, Edinburgh and York. © 2010 The Actuarial Profession  www.actuaries.org.uk Information evenings July 2012 Conflicts of ... read more >>

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Author:
Lisa Pollack
Source:
Risk and Investment Conference 2012

A05: View from FT Alphaville

03/07/2012 1 © 2010 The Actuarial Profession  www.actuaries.org.uk View from FT Alphaville by Lisa Pollack Tracking the JPMorgan Whale and the regulators who didn’t spot him April 6th: Complaining to journalists • Bloomberg: The trader may ... read more >>

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Source:
Risk and Investment Conference 2012

Plenary 5: No slides were used

No slides were used during this session Plenary 4: Reasons to be cheerful – Looking for growth and avoiding the danger zones Speaker has opted out of making his presentation available on our website. Plenary 5 No slides were used by speaker ... read more >>

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Author:
Adam Shaw
Source:
Risk and Investment Conference 2012

Plenary 4: Reasons to be cheerful - looking for growth and avoiding the danger zones - Slides not available

Speaker has opted out of making his presentation available on our website. Plenary 4: Reasons to be cheerful – Looking for growth and avoiding the danger zones Speaker has opted out of making his presentation available on our website. Plenary 5 No ... read more >>

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Author:
Andy Connell
Source:
Risk and Investment Conference 2012

E04: Modern methods of managing funding level risk - Slides not available

Speaker has opted out of making his presentation available on our website.     E4: Modern methods of managing funding level risk Andy Connell, Schroders Speaker opted out of making his presentation available on our website. ... read more >>

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Author:
Shalin Bhagwan; Mark Greenwood
Source:
Risk and Investment Conference 2012

B03: Unlocking the secrets of the swaptions market

© 2010 The Actuarial Profession ? www.actuaries.org.uk Unlocking the secrets of the swaptions market Shalin Bhagwan and Mark Greenwood • Types of swaptions • Case studies • Market participants • Practical consideratons • Volatility smiles • ... read more >>

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Author:
Tim Wilkins; Hemal Popat
Source:
Risk and Investment Conference 2012

D04: Investment risk and opportunities for annuity business in a Solvency II world

02/07/2012 1 © 2010 The Actuarial Profession  www.actuaries.org.uk Investment risk and opportunities for annuity business in a Solvency II world Workshop D04 – Tim Wilkins & Hemal Popat Agenda • Introduction • Investment strategy – ... read more >>

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Author:
Tim Wilkins; Hemal Popat
Source:
Risk and Investment Conference 2012

D04: Investment risk and opportunities for annuity business in a Solvency II world

02/07/2012 1 © 2010 The Actuarial Profession  www.actuaries.org.uk Investment risk and opportunities for annuity business in a Solvency II world Workshop D04 – Tim Wilkins & Hemal Popat Agenda • Introduction • Investment strategy – ... read more >>