Document library
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- Author:
- Richard English
- Source:
- Risk and Investment Conference 2012
Plenary 3: Perspectives on how Aviva approach capital management
02/07/2012 1 © 2010 The Actuarial Profession www.actuaries.org.uk Perspectives on how Aviva approach capital management Richard English, Group ALM Reporting and Analytics Director, Aviva plc 28 June 2012 Agenda 1 1. About Aviva 2. How Aviva ... read more >>
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- Author:
- Evelyn Bourke
- Source:
- Risk and Investment Conference 2012
Plenary 2: Risk management from perspective of C-Suite
02/07/2012 1 © 2010 The Actuarial Profession www.actuaries.org.uk Risk Management from the perspective of the C-Suite Perspectives on Risk Management in a Modern Financial Firm Evelyn Bourke CEO, Heritage Division Friends Life Agenda ... read more >>
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- Author:
- Solvency II and Basel III working party members
- Source:
- Risk and Investment Conference 2012
C04: Implications of Solvency II/ Basel III for traditional and non traditional asset classes
C04: Implications of Solvency II / Basel III for traditional and non traditional asset classes © 2012 The Actuarial Profession circle4 www.actuaries.org.uk Risk and Investment Conference Leeds 28 June 2012 Working Group Objectives • “A workshop ... read more >>
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- Author:
- Neil Cantle
- Source:
- Risk and Investment Conference 2012
C02: Operational risk
© 2012 The Actuarial Profession www.actuaries.org.uk Risk & Investment Conference Leeds, June 2012 Neil Cantle, Milliman Operational Risk Business friendly models Agenda • Quick overview of operational risk challenge • Reminder of ... read more >>
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- Author:
- Michael Koller
- Source:
- Risk and Investment Conference 2012
A02: VA Risk management
1 Variable Annuities Risk Management Michele Bergantino 1 Risk and Investment Conference Leeds - June 28, 2012 Contents VA Risk Management VA Key Features Conclusions Appendix A - VA Option Valuation, an Example 2 Appendix B 2 VA Key Features 3 VAs ... read more >>
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- Author:
- Retirement Products working party members
- Source:
- Risk and Investment Conference 2012
E03:Is there a place in the DC mass market for guaranteed products?
6/26/2012 1 © 2010 The Actuarial Profession www.actuaries.org.uk Investment Products for Retirement Savings Working Party Is there a place in the UK mass market for a guaranteed pensions product? Agenda • What do people want? Is this the ... read more >>
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- Author:
- Andrew Howe
- Source:
- Risk and Investment Conference 2012
E02: Risk Registers, Should we trust them? *updated as of 11 July 2012
11/07/2012 1 © 2010 The Actuarial Profession www.actuaries.org.uk Risk registers: Can we trust them? Andrew Howe: Risk and Investment Conference, June 2012 29 June 2012 Today’s agenda Warning: presentation contains one scene of nudity 1. Risk ... read more >>
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- Author:
- Ron Hersmis
- Source:
- Risk and Investment Conference 2012
D05: The future actuary as risk manager - Highlights from the ECA 2012
26/06/2012 1 © 2010 The Actuarial Profession www.actuaries.org.uk The future of the European actuary Ron Hersmis Groupe Consultatif Actuariel Européen Highlights from the ECA 2012 7 – 8 June 2012, Brussels © 2010 The Actuarial Profession ... read more >>
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- Author:
- Norman Peard
- Source:
- Risk and Investment Conference 2012
D03: Inflation, real returns and inflation hedging
Inflation, real returns and inflation hedging 29 June 2012 Insurance and Pensions Solutions Group Contents Some sources of inflation exposure Inflation – past experience Real returns – past experience Inflation hedging 29 June 2012 Insurance ... read more >>
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- Author:
- Paul Klumpes and working party members
- Source:
- Risk and Investment Conference 2012
D01: Risk Reporting
26/06/2012 1 Risk and investment conference 2012, Leeds Risk reporting: Some preliminary thoughts 29 June 2012 meeting Risk Reporting and Risk Management Working Party 6/26/2012 1 Shareholder subgroup RR WP Overview 1. Terms of reference 2. ... read more >>
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- Author:
- Feng Zhou, Dr. Douglas Wright and Dr. Iqbal Owadally
- Source:
- Risk and Investment Conference 2012
B02: Agent based modelling of insurance cycles: an update and results
© 2010 The Actuarial Profession www.actuaries.org.uk An Agent-based Model of Insurance Market To analyze the dynamics of the insurance cycles Feng Zhou Cass Business School London Risk and Investment Conference 2012 Workshop session B2: Thu 28 June ... read more >>
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- Author:
- Gillian Tett, Alice Underwood and Michael Thompson
- Source:
- Risk and Investment Conference 2012
Plenary 1: Cohesion, complexity and credit: Studying people to understand risk
15/06/2012 1 © 2010 The Actuarial Profession www.actuaries.org.uk Cohesion, complexity and credit: Studying people to understand risk Gillian Tett, Financial Times Michael Thompson, IIASA Alice Underwood, Willis Re Cultural theory and plural ... read more >>
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- Author:
- Antoon Pelsser
- Source:
- Risk and Investment Conference 2012
E05: Parameter and model risk in financial firms - Antoon Pelsser
Robustness, Model Ambiguity and Pricing Antoon Pelsser Maastricht University & Netspar Email: a.pelsser@maastrichtuniversity.nl 29 June 2012 Risk & Investment Conference { Leeds A. Pelsser (Maastricht U) Robust Pricing 29 ... read more >>
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- Author:
- Andrew Smith
- Source:
- Risk and Investment Conference 2012
E05: Parameter and model risk in financial firms - Andrew Smith
© 2010 The Actuarial Profession circle4 www.actuaries.org.uk Parameter and Model Risk – Implications for Value-at-Risk Andrew D Smith Risk & Investment Conference. 2 June 2012. What is Value-at-Risk? • Jorion (2007): “The worst loss over ... read more >>
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- Author:
- Oliver Bettis and Claire Jones
- Source:
- Risk and Investment Conference 2012
E01: Resource and environmental limits to economic growth
15/06/2012 1 © 2010 The Actuarial Profession www.actuaries.org.uk Risk & Investment Conference 2012 Oliver Bettis & Claire Jones Resource and Environmental Limits to Economic Growth 29 June 2012 Resource and Environmental Limits to ... read more >>
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- Author:
- Eric Thorlacius
- Source:
- Risk and Investment Conference 2012
D02: An Introduction to AFIR/ERM
15/06/2012 1 © 2010 The Actuarial Profession www.actuaries.org.uk An introduction to AFIR/ERM Eric Thorlacius – Chairman of AFIR/ERM June 29, 2012 Outline • Introduction to AFIR/ERM Section • Past Colloquium • ASTIN Bulletin • Samples ... read more >>
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- Author:
- Con Keating
- Source:
- Risk and Investment Conference 2012
C03: The problem with LDI
15/06/2012 1 The Problem with LDI Con Keating Leeds, June 2012 Con.Keating@BrightonRockGroup.co.uk 1 Occupational DB Pensions • A pension is a stream of cash-flows – it the income to support our retirement consumption. • It is not some ... read more >>
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- Author:
- Steve Wilson
- Source:
- Risk and Investment Conference 2012
C01: CRO viewpoint - emerging trends in property-casualty risk management
26/06/2012 1 © 2010 The Actuarial Profession www.actuaries.org.uk Trends in insurance risk management Taking risk to the next level Steve Wilson Zurich Insurance Company Ltd Content • Scope • Trends • Reactions • Adding value 1 ... read more >>
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- Author:
- Anthony Reuben
- Source:
- Risk and Investment Conference 2012
B05: How we get numbers wrong and what you can do
15/06/2012 1 © 2010 The Actuarial Profession www.actuaries.org.uk How we get numbers wrong and what you can do to help Anthony Reuben Business reporter BBC News Thursday 28 June Just plain wrong 1 © 2010 The Actuarial Profession ... read more >>
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- Author:
- Malcolm Jones and working party members
- Source:
- Risk and Investment Conference 2012
B04: Relative merits of synthetic versus cash investments
© 2010 The Actuarial Profession www.actuaries.org.uk Relative merits of synthetic versus cash instruments Efficient portfolio construction using cash-based and derivatives instruments Malcolm Jones FFA Chair of working party Working party ... read more >>