Document library
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- Author:
- A Smith
- Source:
- Momentum Conference 2012
D01 The Risk We Miss, supporting paper
1 DIFFICULT RISKS AND CAPITAL MODELS A preliminary report from the Extreme Events Working Party R. Frankland, L. Hewitt, P. Jakhria, A. D. Smith, S. Sharp, J Sharpe, and others. 1. Introduction A financial firm assesses that €10bn is ... read more >>
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- Author:
- J Dewey
- Source:
- Momentum Conference 2012
B02 Investment Tools, Techniques and Hot Topics
15/11/2012 1 © 2012 The Actuarial Profession www.actuaries.org.uk Momentum Conference 2012 John Dewey, Managing Director, BlackRock Investment Tools, Techniques and Hot Topics 3 December 2012 A challenging environment for investors 1 © ... read more >>
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- Author:
- L Schmid
- Source:
- Momentum Conference 2012
A04 Recent Natural Disasters: has the Reinsurance Market really changed?
© 2012 The Actuarial Profession www.actuaries.org.uk Momentum Conference 2012 Lars Schmid – RJ Kiln Recent Natural Disasters Has the Reinsurance Market really changed? Recent Natural Disasters Has the Reinsurance Market really changed? I ... read more >>
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- Author:
- N Ketley
- Source:
- Momentum Conference 2012
D05 The Future of Financial Reinsurance
01/11/2012 1 © 2012 The Actuarial Profession www.actuaries.org.uk Momentum Conference 2012 Nick Ketley, Swiss Re The future of financial reinsurance 4 December 2012 The future of financial reinsurance Agenda • What is financial ... read more >>
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- Author:
- S Grout
- Source:
- Momentum Conference 2012
A05 Turning to the Dark(er) Side. What do Management Consultants do?
© 2012 The Actuarial Profession www.actuaries.org.uk Momentum Conference 2012 Simon Grout Turning to the dark(er) side What do management consultants do? 2-4 December 2012 A typical general management consultancy 1 © 2012 The Actuarial Profession ... read more >>
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- Author:
- N Hill and R Marshall
- Source:
- Momentum Conference 2012
A03 Dented Daimlers and Droopy Daffodils
01/11/2012 1 © 2012 The Actuarial Profession www.actuaries.org.uk Momentum Conference Nigel Hill and Rod Marshall Dented Daimlers and Droopy Daffodils A Case Study Dented Daimlers and Droopy Daffodils The Background • Manufacturing ... read more >>
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- Author:
- P Ellis and R Murray
- Source:
- Momentum Conference 2012
C04 Actuarial Modelling: not as good as it should be?
01/11/2012 1 © 2012 The Actuarial Profession www.actuaries.org.uk Momentum: Workshop D4 Phil Ellis & Rob Murray, LCP Actuarial Modelling: not as good as it should be? 4 December 2012 1 Session Agenda • Warm-up act: Phil Ellis – ... read more >>
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- Author:
- International Actuarial Association
Practice note on enterprise risk management (ERM) for capital and solvency purposes in the insurance industry
This Practice Note has been developed by the IAA for insurers to support the Standards and Guidance materials developed by the IAIS for supervisors. It draws on industry experience, supervisors’ supervisory practices, models and frameworks published by ... read more >>
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- Author:
- David Ingram; Laura Santori; Mark Puccia
Insurance criteria: evaluating the enterprise risk management practices of insurance companies
With the new risk-management evaluation process described in this paper, risk managment will become a separate, major category of S&P analyses. Best performers in that category will have robust risk-management processes that are carried across the ... read more >>
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- Author:
- Economic Capital Subgroup of the Society of Actuaries Risk Management Task Force
Specialty guide on economic capital
At its most basic level Economic Capital can defined as sufficient surplus to cover potential losses, at a given risk tolerance level, over a specified time horizon. This is the working we will use throughout this Specialty Guide, adding details as needed ... 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 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:
- 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 >>