Document library
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- Author:
- Andrew Smith
- Source:
- Momentum Conference, 30 November - 2 December 2011
D05: Calibration of risk distributions (a how to)
16/11/2011 1 © 2010 The Actuarial Profession www.actuaries.org.uk How to Calibrate Risk Distributions Andrew D Smith (andrewdsmith8@deloitte.co.uk) 2 December 2011 Agenda Modelling Extreme Events 1 Modelling Extreme Events Standard Formula, ... read more >>
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- Author:
- Nick Dexter; David Hare
- Source:
- Life Conference and Exhibition, 20 - 22 November 2011
D11: FanTAStic or caTAStrophic? An update on TAS implementation
With the four principal TASs affecting the life sector now in force, this talk looks at the practical ways companies have implemented the new standards, considers which areas have proved the most difficult and what solution companies have adopted to ... read more >>
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- Author:
- Con Keating
- Source:
- Momentum Conference, 30 November - 2 December 2011
D03: The problems with funding
16/11/2011 1 The problems with funding Con Keating Momentum Conference Manchester December 2011 Mixed Attribute Accounting • Assets are market prices and liabilities are net present values of estimated future cash flows discounted using a AA ... read more >>
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- Author:
- Clive Pugh
- Source:
- Momentum Conference, 30 November - 2 December 2011
C01: Experience of the pensions regulators
16/11/2011 1 © 2010 The Actuarial Profession www.actuaries.org.uk Momentum Conference 2011 Michael Hayles Experience of the Pensions Regulator Agenda • Moral hazard powers – recap • Experience to date – CN – FSD • Process and ... read more >>
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- Author:
- Nick Graves, Michael Hayles
- Source:
- Momentum Conference, 30 November - 2 December 2011
B01: Legal issues - pensions issues on a corporate transaction
16/11/2011 1 © 2010 The Actuarial Profession www.actuaries.org.uk Momentum Conference 2011 Nick Graves and Michael Hayles Corporate transactions and pensions issues Introduction Speakers: Michael and Nick Nick - Corporate Transactions ... read more >>
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- Author:
- Anup Seth
- Source:
- GIRO Conference and Exhibition, 11 - 14 October 2011
B14: Global insurance programmes
19/10/2011 1 © 2010 The Actuarial Profession www.actuaries.org.uk Global Insurance Programmes Anup Seth GIRO Conference and Exhibition 2011 11-14 October 2011 Agenda • Why do companies buy them? • What are they? • Specific features • ... read more >>
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- Author:
- Alastair Clarkson; David Hare
- Source:
- Life Conference and Exhibition, 20 - 22 November 2011
E11: Embedding stress testing as part of an integrated risk management framework
Over the last few years, the Financial Services Authority have been emphasising the importance of stress testing as part of a company’s ERM framework. This has been evident through stress testing exercises carried out as part of their Core Prudential ... read more >>
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- Author:
- Andrew Roberts; Ross Walker
- Source:
- Life Conference and Exhibition 2011
Plenary 3: Macro strategy key economic drivers and the outlook for global yields
This talk will cover the outlook over the next few years in terms of economic growth, inflation, interest rates, the public finances and other topical matters. Global fixed-income markets, the outlook for market interest rates globally and in the UK, from ... read more >>
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- Author:
- Jonathan Farrant; Karel Goossens
- Source:
- Life Conference and Exhibition, 20 - 22 November 2011
E08: The Developing Role of the Actuarial Function
Presented by the Groupe Consultatif and Towers Watson, this session covers the Actuarial Function's developing role under Solvency II: its tasks under the Framework Directive and EIOPA's advice practical issues facing firms actuarial's relationships with ... read more >>
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- Author:
- David Brown; John Berry; Neil Wilson
- Source:
- GIRO Conference and Exhibition, 11 - 14 October 2011
A01: Third party working party
© 2010 The Actuarial Profession ? www.actuaries.org.uk •12 October 2011 Third Party Working Party GIRO Workshop A1 – David Brown, John Berry & Neil Wilson Disclaimer 1 © 2010 The Actuarial Profession ? www.actuaries.org.uk This handout and ... read more >>
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- Author:
- Harish Gohil; Andrew Murray
- Source:
- Life Conference and Exhibition, 20 - 22 November 2011
G10: Impact of IFRS4 Phase II – a rating agency perspective
Is the proposed new IFRS insurance accounting standard finally the "real thing"? Will it really increase consistency, comparability and understandability for users of accounts? Will it reduce the cost of capital for insurers and attract more investors? ... read more >>
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- Author:
- John Instance
- Source:
- Life Conference and Exhibition, 20 - 22 November 2011
D09: Applying the insurance TAS - early reports from the front line
During 2011 BAS staff will be meeting practitioners and users to find out how the TASs are affecting actuarial work and its presentation to insurance company boards and management. This session will share feedback from: practitioners about how they have ... read more >>
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- Author:
- Ferdia Byrne; Nick Ford; Patrick Rowland
- Source:
- Life Conference and Exhibition, 20 - 22 November 2011
F10: Questioning the future of MCEV/EEV in a Solvency II world
The introduction of Solvency II is causing the industry to question the need for MCEV/EEV reporting. Solvency II is based on an economic balance sheet and should be consistently applied across the industry. Does MCEV/EEV still have a purpose? One of our ... read more >>
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- Author:
- Sara Johnstone
- Source:
- Life Conference and Exhibition, 20 - 22 November 2011
D08: Knowledge management in the actuarial world
Suggested practical ways you can deal with making use of your information. This talk will consider knowledge management aspects of organising your actuarial function, to allow for more efficient working practices and minimising risk. Applying whether you ... read more >>
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- Author:
- Jessica Leong
- Source:
- GIRO Conference and Exhibition, 11 - 14 October 2011
F09: How to estimate risk margins under International Financial Reporting Standards
How to estimate Risk Margins www.guycarp.com under IFRS Jessica Leong, FIAA, FCAS, MAAA Lead Casualty Specialty Actuary Overview Three methods to estimate Risk Margins IFRS and Solvency II 1. 2. 3. www.guycarp.com Overview Three methods to estimate ... read more >>
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- Author:
- Khilan Dodhia; Jessica Leong
- Source:
- GIRO Conference and Exhibition, 11 - 14 October 2011
E06: The underwriting and reserving cycles: up, down, round and around we go
www.guycarp.com The Insurance Cycle: Up, Down & Round & Round we Go Jessica Leong, FCAS, FIAA, MAAA Lead Casualty Specialty Actuary jessica.leong@guycarp.com 1 Guy Carpenter ... read more >>
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- Author:
- Jessica Leong
- Source:
- GIRO Conference and Exhibition, 11 - 14 October 2011
B05:Reserve risk: are my bootstraps too tight?
Reserve Risk : Are my bootstraps too tight? www.guycarp.com Jessica Leong, FCAS, FIAA, MAAA Lead Casualty Specialty Actuary Reserve Risk: Are my bootstraps too tight? 1Guy Carpenter Company A Distribution of Homeowners Unpaid as of 12/2000 2Guy ... read more >>
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- Author:
- Practising Certificates Committee
Lloyd's Syndicates Certificate renewal application example
Example of the type of information to be included with a renewal application for a Lloyd's Syndicates Certificate. updated November 2011 for applications on or after 25 January 2012 Page 1 of 2 Experience A. For Part 1 and Part 2 separately, ... read more >>
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- Author:
- Practising Certificates Committee
Life Actuary (including with profits) Certificate renewal application example
Example of the type of information to be included with a renewal application for a Life Actuary (including with profits) Certificate. ... read more >>
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- Author:
- Practising Certificates Committee
Scheme Actuary Certificate renewal application example
Example of the type of information to be included with a renewal application for a Scheme Actuary Certificate. V1.0 updated 16 November 2011 for applications on or after 25 January 2012 Page 1 of 1 A. For Part 1 and Part 2 separately, please provide ... read more >>