SA6 learning portal: conference papers

Listed below are selected papers of most relevance:

1998 Investment Conference. Faculty of Actuaries and Institute of Actuaries. 1998

Proposals for a portfolio risk measurement and reporting standard
Malcom H D Kemp et al.

2003 Finance, Investment and Risk Management Conference. Faculty of Actuaries and Institute of Actuaries. 2006

Absolute return funds and institutional investors (slides)
Robert J Howie et al.

Risk capital assessment and supervision in financial firms
Seamus Creedon et al.

2006 Finance, Investment and Risk Management Conferences. Faculty of Actuaries and Institute of Actuaries. 2006Most relevant papers include:

Operational risk - a storm is coming
Andrew Smith

Unconstrained benchmarks
Bobby Riddaway

2007 Finance and Investment Conference. Faculty and Institute of Actuaries. 2007

Most relevant papers include:

Understanding the risks in new asset classes
Christopher Chappell et al

Applied behavioural finance
James Montier

Practical implementation of liability driven investment
Paul Fulcher et al

Managing mortality and longevity risk in pension plans
Guy Coughlan and Lukas Steyn

2008 Finance and Investment Conference. Faculty and Institute of Actuaries, 2008

Most relevant papers include:

Taking account of liquidity in valuation
Seamus Creedon (Working Party Chairman)

How valuable is liquidity?
Paul Stanworth (Working Party Chairman)

Modern approaches to financing pension commitments
Edmund Truell

Longevity hedging using the capital markets
Guy Coughlan and Lukas Steyn

Commodities - a strategic asset allocation?
John McManus

Earning LIBOR is easy isn't it?
Cormac Bradley

2009 Risk and Investment Conference. Faculty and Institute of Actuaries. 2009

Most relevant papers include:

Lessons from the credit and liquidity crunch
Alam Shajahan et al.

Implications of divergence between gilt and swap curves
Patrick Rowland and James Watson

The carbon market - a primer for actuaries
John McManus and Nick Silver

Hedging strategies for insurers
Final version of paper presented to SIAS 13 April 2010
Scott Eason and Paul Fulcher

Update from investment and hedging practice area
Mike Claffey and James Maher

2010 Finance and Investment Conference. Faculty and Institute of Actuaries. 2010

Most relevant papers include:

Construction of efficient stock market indices
Felix Goltz

Impacts of regulation and market turbulence on annuity fund investment strategies
John Roe et al.

Pricing and trading of limited price indexation (LPI) swaps
Mark Greenwood and Simona Svoboda-Greenwood

Sovereign credit risk
Andrew Smith

Impact of behavioural finance on investment
Colin McLean

Financial crisis
John Hibbert

Risk adjusted performance measurement
Andrew D Smith

2011 Risk and Investment Conference. Institute and Faculty of Actuaries. 2011

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