SA6 learning portal: conference papers

Listed below are selected papers of most relevance with others suggested for background information:

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

Absolute return funds and institutional investors [slide presentation]
Robert J Howie et al.

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

Most relevant papers include:

Unconstrained benchmarks [slide presentation] 
Bobby Riddaway

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

Most relevant papers include:

Understanding the risks in new asset classes
Christopher Chappell et al.

Applied behavioural finance [slide presentation] James Montier

Practical implementation of liability driven investment [slide presentation]
Paul Fulcher et al.

Managing mortality and longevity risk in pension plans [slide presentation] (background)
Guy Coughlan and Lukas Steyn

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

Most relevant papers include:

How valuable is liquidity? (background)
Paul Stanworth et al.

Longevity hedging using the capital markets [slide presentation] (background)
Guy Coughlan and Lukas Steyn

Commodities - a strategic asset allocation [slide presentation]
John McManus

Earning LIBOR is easy isn't it? When theory and practice are not always the same [slide presentation]
Cormac Bradley

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

Most relevant papers include:

Lessons from the credit and liquidity crunch: report from the Working Party (background)
Alam Shajahan et al.

Implications of divergence between gilt and swap curves [slide presentation] (background)
Patrick Rowland and James Walton

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

Hedging strategies for insurers [slide presentation] (background)
A later and final version of paper was presented to Staple Inn Actuarial Society, 13 April 2010
Scott Eason and Paul Fulcher

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

Click here and scroll down to Risk and Investment conference. Most relevant papers include:

Construction of efficient stock market indices [slide presentation]
Felix Goltz

Impacts of regulation and market turbulence on annuity fund investment strategies [slide presentation] (background)
John Roe et al.

Limited price indexation LPI swaps: pricing and trading [slide presentation] - see also VBA code spreadsheet (background)
Mark Greenwood and Simona Svoboda-Greenwood

Sovereign credit risk [slide presentation]
Andrew Smith

Impact of behavioural finance on investment [slide presentation]
Colin McLean

Financial crisis] ['Hot topics - recent issues'] [slide presentation] (background)
John Hibbert

[Risk-adjusted] Performance measurement [slide presentation] (background)
Andrew D Smith

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

Click here and scroll down to Risk and Investment conference. Most relevant papers include:

Risk appetite and risk limits: - how to ensure top-down appetite is consistent with bottom-up limits [slide presentation] (background)
Paul Davies

Longevity risk: asset or liability?
Stephen Richards

Alternative assets: practical implementation and how they performed in the crisis [slide presentation]
Ian Cotigas

Liquidity and investment strategy [slide presentation] (background)
Andrew Smith

2012 Risk and Investment Conference. Institute and Faculty of Actuaries. 2012

Click here and scroll down to Risk and Investment conference.

OTC derivatives - central clearing, discounting and other issues [slide presentation]
Alvar Chambers, Emily Penn and Dick Rae

Is there a place in the UK mass market for a guaranteed pensions product? [slide presentation] (background)
Scott Eason and Gillian Foroughi

Relative merits of synthetic versus cash instruments: efficient portfolio construction using cash-based and derivative instruments [slide presentation]
Malcom Jones et al.

Inflation, real returns and inflation hedging [slide presentation]
Norman Peard

Unlocking the secrets of the swaptions market [slide presentation]
Shalin Bhagwan and Mark Greenwood