Document library
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- Author:
- Alice Underwood and Michael Thompson
- Source:
- Risk and Investment Conference 2012
B01: Rational adaptability and clumsy solutions
15/06/2012 1 © 2010 The Actuarial Profession www.actuaries.org.uk Rational adaptability and clumsy solutions Michael Thompson, IIASA Alice Underwood, Willis Re Four Risk Attitudes Manager Conservator Maximizer Pragmatist 1 15/06/2012 2 ... read more >>
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- Author:
- Alvar Chambers, Emily Penn and Dick Rae
- Source:
- Risk and Investment Conference 2012
A04: Centralised clearing of OTC derivatives
26/06/2012 1 © 2010 The Actuarial Profession www.actuaries.org.uk OTC Derivatives - central clearing, discounting and other issues Alvar Chambers, Emily Penn, Dick Rae 28 June 2012 Risk and Investment Conference OTC Derivatives - central ... read more >>
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- Author:
- Gavin Marriott and Katherine Davidson
- Source:
- Risk and Investment Conference 2012
A03: Demographic impact on investment strategy
15/06/2012 1 © 2010 The Actuarial Profession www.actuaries.org.uk Demographic Impact on Investment Strategy Schroders Katherine Davidson & Gavin Marriott 28th June 2012 Introduction © 2010 The Actuarial Profession www.actuaries.org.uk ... read more >>
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- Author:
- Colin Wilson
- Source:
- Risk and Investment Conference 2012
A01: Risk in government
15/06/2012 1 © 2010 The Actuarial Profession www.actuaries.org.uk GAD and risk 27 June 2012 Colin Wilson, Technical Director and Head of Investment & Risk, Government Actuary’s Department Objectives • To introduce GAD • To ... read more >>
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- Author:
- Nathanael Benjamin
- Source:
- Open Fourm: An Introduction to Basel III
An Introduction to Basel III
11/06/2012 1 © 2010 The Actuarial Profession www.actuaries.org.uk An Introduction to Basel III Nathanaël Benjamin Risk Specialists Division Financial Services Authority An Introduction to Basel III Nathanaël Benjamin Risk Specialists Division ... read more >>
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- Author:
- Council
Council (2012). Motion to amend the Rules June 2012. Edinburgh: Institute and Faculty of Actuaries
This is the motion to be voted on at the 2012 AGM in relation to changes to the disciplinary scheme following the Financial Reporting Council's restructure. 1 At the ANNUAL GENERAL MEETING of the INSTITUTE AND FACULTY OF ACTUARIES to be ... read more >>
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- Author:
- Alexander Denev, Simon Wenden
- Source:
- Coherent asset allocation in the presence of stress events
Coherent asset allocation in the presence of stress events
© 2010 The Actuarial Profession ? www.actuaries.org.uk Open Forum – 15th May 2012 Elliot Varnell (Chair) Alexander Denev Simon Wenden Coherent asset allocation in the presence of stress events Plan for this session • ... read more >>
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- Author:
- Finance and Investment Practice Executive Committee
Information bulletin - The Risks of Derivative Exposures
A non-mandatory resource material providing finance and investment members with guidance on the risks of derivative exposures. ____________________________________________________________________________________________________ Information ... read more >>
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- Author:
- Simon Carne
- Source:
- Masterclass: Written Communication Day 1
Better business writing
B E T T E R B U S I N E S S W R I T I N G 1 BETTER BUSINESS WRITING Simon Carne BETTER BUSINESS WRITING Simon Carne Copyright ?1987 – 2009 Simon Carne B E T T E R B U S I N E S S W R I T I N G 3 PREFACE This guide ... read more >>
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- Author:
- Risk and Investment Working Party; Eason, Scott; Diffey, William; Evans, Ross; Fulcher, Paul; Wilkins, Tim
- Source:
- SIAS paper (2010)
Does your hedge do what it says on the tin? Hedging strategies for insurers: effectiveness in recent conditions and regulatory treatment. Report of the Risk and Investment Working Party
This paper looks at some of the most popular hedges for with-profits and annuity funds within UK life insurance companies. We report on regulatory requirements and current treatments before comparing performance of underlying assets and the hedging assets ... read more >>
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- Author:
- Richard Crowhurst; Alison Winstanley; Chris Coulston
- Source:
- Open Forum: Asset-Backed Pension Scheme Funding, 22 March 2012
It's as easy as ABC
15/03/2012 1 © 2010 The Actuarial Profession www.actuaries.org.uk Open Forum on Asset Backed Funding 22 March 2012 What is Asset Backed Funding? 1 © 2010 The Actuarial Profession www.actuaries.org.uk Special Purpose ... read more >>
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- Author:
- McManus, John; Silver, Nick
- Source:
- Risk and Investment Conference 2009
The carbon market - A primer for actuaries
The carbon market/s transacted $126 billion in 2008 and are increasing in size at a considerable rate. Carbon is a regulatory derived commodity, which has been brought into existence to regulate greenhouse gas emissions, which cause anthropogenic climate ... read more >>
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- Author:
- The Actuarial Profession - Communities and Research
- Source:
- Guidance notes for new research working parties 2012
Guidance for new research working parties
Provides guidance notes on setting up a research working party, including establishing membership, aims, outputs, resource needs, and interaction with the Profession. Guidance for new research working parties 4045 Guidance Booklet cover 1.indd 1 ... read more >>
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- Author:
- Cooper, Ian; Snyman, Neil
- Source:
- Yorkshire Actuarial Society, 8 February 2012
LPI market - LPI, fatal floors in BPA pricing
Presentation to the Yorkshire Actuarial Society, 8 February 2012 © 2010 The Actuarial Profession www.actuaries.org.uk Yorkshire Actuarial Society 8 February 2012 LPI market - LPI, fatal floors in BPA pricing Ian Cooper Neil Snyman Agenda 1 © 2010 ... read more >>
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- Author:
- Malcolm Kemp
- Source:
- Open Forum: Extreme Value Theory
Applying EVT and alternatives to portfolio construction and the management of risk
1 Nematrian www.nematrian.com Applying EVT and alternatives to portfolio construction and the management of risk Presentation to Institute and Faculty of Actuaries Open Forum on Extreme Value Theory Malcolm Kemp 26 January 2012 Nematrian ... read more >>
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- Author:
- Seth Eshun; Will Machin; James Sharpe
- Source:
- Open Forum: Extreme Value Theory
Extreme Value Theory for a 1 in 200 Event
25/01/2012 1 © 2010 The Actuarial Profession www.actuaries.org.uk Seth Eshun, Will Machin, James Sharpe Members of Extreme Events Working Party Extreme Value Theory For a 1-in-200 event 26th January 2012 Contents • Introduction to EVT • How ... read more >>
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- Author:
- Liam Delaney
- Source:
- Transforming Consumer Information, 24 January 2012
Important considerations from behavioural economics
Which concepts from Behavioural Economics do we need to account for in a framework for Consumer Information. Behavioural Economics Liam Delaney SIRE and UCD Geary Institute Overview • Definition of Behavioural Economics • Consumer Behaviour • ... read more >>
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- Author:
- Michelle Harrison
- Source:
- Transforming Consumer Information, 24 January 2012
Improving information: a consumer perspective
The needs of consumers without access to regulated advice. 24/01/2012 1 A Consumer Perspective Dr Michelle Harrison © 2010 The Actuarial Profession www.actuaries.org.uk 22 November 2011 The need for behaviour change… Demographic change Public lack ... read more >>
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- Author:
- Tom Berry
- Source:
- Transforming Consumer Information, 24 January 2012
Auto-enrolment: the opportunity and responsibility
Putting consumer interests at the heart of good communications to help people engage with their pension. 23/01/2012 1 Communicating automatic l t h denro men – a s are agenda Tom Berry – DWP communications 24th January 2012 The challenge we ... read more >>
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- Author:
- Peter Smith
- Source:
- Transforming Consumer Information, 24 January 2012
Regulatory view
Current UUK regulatory change Intended impact on consumer information 23/01/2012 1 A Regulatory View Peter Smith Head of Investments Policy FSA Introduction • Help consumers make informed decisions • Consumer confidence • Actuarial ... read more >>