Document library
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- Author:
- Philip Scott
- Source:
- Climate Change and Resource Depletion, 4 November 2010
A personal view of risk management in non-financial corporates, insurance and banking
04/11/2010 1 A personal view of risk management in non-financial corporates insurance and banking , Making money safely © 2010 The Actuarial Profession www.actuaries.org.uk safel Philip G Scott FIA, FCPA, FRSA Monday 15 ... read more >>
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- Author:
- S D Baxter; O D Bettis; S J R Brimblecombe; C A Fitzgerald; S Harrison; V J Hodge; B P Maher; P G Meins; A Mookerjee; L Perroy; N G Silver
- Source:
- Climate Change and Resource Depletion, 4 November 2010
Climate change and resource depletion - review of literature
PAGE 74 PAGE 73 Climate Change and Resource Depletion: The Challenges for Actuaries Review of Literature By S.D. Baxter, O.D. Bettis, S.J.R. Brimblecombe, C.A. Fitzgerald, Dr. S. Harrison, V.J. Hodge, B.P. Maher, P.G. ... read more >>
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- Author:
- Kevin O'Regan
- Source:
- Open Forum: Latest Developments in Longevity Hedging for Pension Schemes, 13 October 2010
Open forum: latest developments in longevity hedging for pension schemes
How does an underwriter view longevity risk? Kevin O’Regan Head of Longevity Reinsurance, PartnerRe October 12, 2010 2 What is Longevity risk? Longevity risk is “the risk that people live longer than expected” It is a long duration, systemic risk One of ... read more >>
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- Author:
- Chris Watts
- Source:
- Open Forum: Latest Developments in Longevity Hedging for Pension Schemes, 13 October 2010
Banks perspective, Chris Watts
© 2010 The Actuarial Profession www.actuaries.org.uk Latest Developments in longevity hedging for pension schemes Banks Perspective Chris Watts 12 October 2010 Pension Scheme Risk Management Strategies • Important to think of longevity hedging in ... read more >>
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- Author:
- Andrew Birkett
- Source:
- Open Forum: Latest Developments in Longevity Hedging for Pension Schemes, 13 October 2010
Latest developments in longevity hedging for pension schemes
© 2010 The Actuarial Profession www.actuaries.org.uk Latest Developments in Longevity Hedging Andrew Birkett, Babcock International Group PLC 12 October 2010 Babcock’s perspective What did we do? • Trustees of 3 schemes transacted longevity swaps • ... read more >>
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- Author:
- Sean Flanagan
- Source:
- Variable Annuities: Bridging the Divide, 17 September 2010
A02: Complementary and competing products
© 2010 The Actuarial Profession www.actuaries.org.uk Variable annuities: bridging the divide Sean Flanagan, Deutsche Bank AG Complementary and Competing Products Agenda • What is VA? • Competitive landscape • What happens next? What is a Variable ... read more >>
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- Author:
- Lukas Ziewer; Darryl Pye
- Source:
- Variable Annuities: Bridging the Divide, 17 September 2010
B01: Operations, governance and infrastructure
Bridging the Divide – 'Long-term guarantees in a short-term world' Darryl Pye & Lukas Ziewer Operations, Governance & Infrastructure Industry Trends and Case Study © 2010 The Actuarial Profession www.actuaries.org.uk 17 September ... read more >>
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- Author:
- Paul Brett; Gary Finkelstein
- Source:
- Variable Annuities: Bridging the Divide, 17 September 2010
Solvency II impacts, implications and opportunity for VA
Variable Annuities Seminar – 17 September 2010 Paul Brett & Gary FinkelsteinPau Bret Finkelstei Solvency II Impacts, Implications and Opportunities for V i bl A itiar a e nnu es © 2010 The Actuarial Profession ... read more >>
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- Author:
- Andrew Hitchcox
- Source:
- Risk and Investment Conference, 13 - 15 June 2010
Enterprise risk from the view of the investor working party
10/06/2010 1 Risk & Investment Conference 14 June 2010 Andrew Hitchcox, Ken McGauchey © 2009 The Actuarial Profession www.actuaries.org.uk ERM for insurance companies – adding the investor’s point of view Overview of paper 1. Managing risk ... read more >>
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- Author:
- Felix Goltz
- Source:
- Risk and Investment Conference, 13 - 15 June 2010
Construction of efficient stock market indices
6/3/2010 1 Risk & Investment Conference Edinburgh June 14th 2010 , , , Felix Goltz, Ph.D., Head of Applied Research, EDHEC Risk Institute Constructing efficient The Actuarial Profession www.actuaries.org.uk stock market indices • ... read more >>
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- Author:
- Patrick Kelliher
- Source:
- Risk and Investment Conference, 13 - 15 June 2010
Characteristics of different risks working party [slides]
6/3/2010 1 Classification of different risks Patrick Kelliher FIA, Risk Classification Working Group Introduction Coherent risk classification is key to Enterprise Risk Management. Without it, there is scope for overlap and confusion as to which ... read more >>
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- Author:
- Sally Bridgeland
- Source:
- Risk and Investment Conference, 13 - 15 June 2010
Pension fund governance - a CEO's view [slides]
03/06/2010 1 Risk and investment conference 2010 investmen Sally Bridgeland Pension fund governance © 2010 The Actuarial Profession www.actuaries.org.uk a CEO’s view 13-15 June 2010 Questions • What financial risks do pension fund ... read more >>
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- Author:
- Mark Greenwood; Simona Svoboda
- Source:
- Risk and Investment Conference, 13 - 15 June 2010
Pricing and trading of limited price indexation (LPI) swaps
6/9/2010 1 Risk and Investment Conference 2010 Mark Greenwood and Simona Svoboda LPI swaps © 2010 The Actuarial Profession www.actuaries.org.uk Pricing and Trading 13-15 June 2010 Agenda 1. What is LPI? 2. The inflation options market 3. ... read more >>
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- Author:
- Bruno Solnik
- Source:
- Risk and Investment Conference, 13 - 15 June 2010
Lessons we have learned regarding risk management modelling [slides]
17/06/2010 1 Risk and investment conference 2010 Bruno Solnik, HKUST & HEC Paris © 2010 The Actuarial Profession www.actuaries.org.uk Lessons we have learned regarding risk management modeling 13-15 June 2010 Lessons from crises: academic ... read more >>
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- Author:
- Tony Hewitt
- Source:
- Risk and Investment Conference, 13 - 15 June 2010
CPD and Actuaries' Code update [slides]
6/3/2010 1 Th A t i ’ C de c uar es o e © 2009 The Actuarial Profession www.actuaries.org.uk June 2010 A Brief History • Previously used Professional Conduct Standard (PCS) P t M i R i f i i / i ibl f• os orr s ev ew, ... read more >>
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- Author:
- Andrew D. Smith
- Source:
- Risk and Investment Conference, 13 - 15 June 2010
Reconciling different risk measures working party
17/06/2010 1 Risk and investment conference 2010 Investing for success – balancing risk and reward © 2010 The Actuarial Profession www.actuaries.org.uk Reconciling Risk Measures Reconciling Risk Measures Risk measure defined in terms of • Time ... read more >>
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- Author:
- Ronnie Bowie
- Source:
- Risk and Investment Conference, 13 - 15 June 2010
Update from the Actuarial Profession [slides]
17/06/2010 1 Risk and Investment conference Ronald Bowie, President of the Faculty of Actuaries Update from the © 2010 The Actuarial Profession www.actuaries.org.uk Profession 15 June 2010 Institute and Faculty of Actuaries • Expected ... read more >>
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- Author:
- George Orros; Neil Cantle
- Source:
- Risk and Investment Conference, 13 - 15 June 2010
ERM for strategic and emerging risks working party [slides]
6/3/2010 1 Conference title Risk and Investment Conference 2010 Speaker names George Orros (Chair) and Neil Cantle ERM for Strategic d E i Ri k © 2010 The Actuarial Profession www.actuaries.org.uk 14 June 2010 an merg ng s s ... read more >>
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- Author:
- Andrew D. Smith
- Source:
- Risk and Investment Conference, 13 - 15 June 2010
Risk adjusted performance measurement working party [slides]
17/06/2010 1 Risk and investment conference 2010 investmen Investing for success – balancing risk and reward Performance © 2010 The Actuarial Profession www.actuaries.org.uk Measurement Current Issues in Performance Measurement Just to ... read more >>
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- Author:
- Malcolm Kemp
- Source:
- Risk and Investment Conference, 13 - 15 June 2010
Extreme events: robust portfolio construction in the presence of fat tails [slides]
•6/9/2010 •1 Extreme Events and Portfolio Construction Malcolm Kemp, Nematrian Limited and Adjunct Professor, Imperial College Business School P t ti t © 2009 The Actuarial Profession www.actuaries.org.uk resen a on o Risk and Investment ... read more >>