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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 >>