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A review of the risk margin –Solvency II and beyond_20190909
A review of the use of complex systems applied to risk appetite and emerging risks in ERM practice
Achieving an effective risk framework
Autumn Lecture 2014: The Age of Uncertainty: What do we know about Growing Old?
Carbon Forward Price Curve
Cyber Risk WP GIRO 2022 presentation
Emerging Risks - What would good look like?
Excel spread sheet #1
I Ritchie PARTY 2015
IFoA Life Conference Slides 2019 Modelling WP
Implementing Model Risk Management
PvL ICA March 2014
Risk Appetite 2 Feb
Risk Margin Sessional Edinburgh 07102019
Networking Event Environmental Change Opportunities for Actuaries
ERM, Resources & Environment
Adding Value - compliance with new Risk Management requirements of the UK Corporate Governance code
Andrew Hobbs An Audit Perspective
Tim Ford Long Term Viability Statements v0.5
Advance your Career in Scotland, 10 November 2011
Lloyds Banking Group - Scottish Widows
Royal Bank Scotland
Standard Life
TalentScotland
The Actuarial Profession in Scotland
Climate Change and Resource Depletion, 17 October 2011
Introduction to the 2011 edition of the Review
Update on the research commissioned by the Actuarial Profession into Limits to Growth
Climate Change and Resource Depletion, 4 November 2010
A personal view of risk management in non-financial corporates, insurance and banking
Climate change and resource depletion - review of literature
How to eat an elephant
CMI Discussion forum
User forum: Graduation of annuity data 2007-2010
Derivatives seminar, 15 October 2007
New product opportunities and managing the risks
Emerging Trends in Mortality and Longevity Symposium, 13 - 14 September 2011
A01: Overview of known patterns and trends in longevity
A02: Uncertainty in modelling mortality
A03: Is the loss of gender as a rating factor a major step backwards in risk assessment?
B01: Examining disease based incidence and mortality rates within the UK
B02: Comparison of cause of death trends across US, UK, France and Spain
B03: Life insurance underwriting in the United States - yesterday, today and tomorrow
C01: Trends in inequalities in life expectancy at age 65 in England by socio economic circumstances: decomposing change by age and cause of death, 1981-2007
C02: Modelling mortality and smoking prevalence in developed countries
C03: Survival extension from advances in cancer treatment: realised benefits and future promise
D01: From fast food to fast runners: changing mix, clouding conclusions
D02: Trends in mortality differences between Northern Ireland and the Republic of Ireland in the 20th Century
D03: Evidence, underwriting and mortality
Delgate Workshop Choices
Plenary 1 Interntational trends in mortality and longevity
Plenary 2 Mortality trends in recent decades in Eastern and Western Europe: contrasts, correlates and consequences
Socio demographics introduction
Enhancing your Business with ORSA
Engaging the business through ORSA
Perspective from the Board Room
The assessment of ‘Own Solvency Needs’
Update on regulations and emerging practice
Enterprise Risk Management 2006
Enterprise risk management (Handout)
RAMP - Analysis and Management for Projects (Handout)
Enterprise Risk Management Seminar, 26 June 2006
A US perspective on enterprise risk management (handouts)
Environmental Change Opportunities for Actuaries
Managing Liabilities of Carbon Capture and Storage
ERM for Pension Funds and their Sponsors, 21 April 2011
ERM in context
Practical insight and options for modelling
Finance and Investment Conference 2003
Active management or the equity risk premium: place your bets (Slides)
Finance, Investment and Risk Management Conference 2006
Introduction to the Financial Reporting Council (FRC) and the Board for Actuarial Standards (BAS) (handouts)
Learning to live within a risk budget (handouts)
Operational risk - a storm is coming (slides)
Finance, Investment and Risk Management Conference 2007
Extract from 'Credit Derivatives' prepared by the Derivatives Working Party of the Faculty and Institute of Actuaries
Presentation by the Practical implementation of Liability Driven Investment Working Party (handouts)
The mis-selling of investment risk in mandatory pension savings (handouts)
To what extent does a conflict exist between risk management that benefits regulators compared to risk management that benefits shareholders?
Understanding the risks in new asset classes
Finance, Investment and Risk Management Conference 2008
Agent-based modelling (handouts)
Annuities and aggregate morality risk: mountains out of molehills (handouts)
Catastrophe risk financing under changes in hurricane activity (handouts)
Complexity economics. Application and relevance to actuarial work
Economic capital models for Basel/Solvency II, Pillar II
Extreme events deriving tail probabilities for economic distributions relevant to individual capital assessents
How much of hedge fund returns are market related. The hedge fund landscape
How valuable is liquidity? Working Party Paper
Market consistent discounting. Interim report of the Market Consistent Valuation Working Party
SWAPS and SWAPTIONS Interest rate risk exposures
The market value of pension liabilities (handouts)
When theory and practice are not always the same. Earning Libor on cash is easy - isn't it?
Financial Crisis puts Spotlight on ERM, 9 May 2011
"Financial crisis puts spotlight on ERM: An ERM update on the global insurance industry"
How can complex systems be applied to risk appetite and emerging risks in ERM practice?
General Insurance Convention & ASTIN Colloquium 1998
Extreme value techniques. Part IV - fin re pricing
Pricing for risk in financial transactions
Pricing the risk of a general insurance portfolio using series expansions for the finite time multivariate ruin probability in a financial-actuarial risk process
General Insurance Convention 1977
Experience rating
General Insurance Convention 1981
Investment Risks Working Party report
General Insurance Convention 1994
Risk management
General Insurance Convention 1997
Geographic information systems for household insurance
General Insurance Convention 1999
ART [alternative risk transfer] and insurance derivatives
General Insurance Convention 2000
ART [Alternative risk transfer]
General Insurance Convention 2002
Corporate risk management: the growing importance of risk data analysis [slides]
Managing the operational risks of user-developed software
General Insurance Convention 2003
The overhaul of Lloyd's realistic disaster scenarios: 2003 update
General Insurance Convention 2004
Risk Measures: beyond coherence? (Slides)
General Insurance Convention 2005
Financial risks of climate change (Handout)
General Insurance Convention 2006
Catastrophe risk aggregation (handout)
ERM in general insurance (handout)
General Insurance Convention 2007
Defining risk appetite (handout)
Lemur Insurance Company case study in operational risk: the elephant in the room (handout)
Risk margins in reserves - what's going on and who is doing it? (handout)
Sizing up the non-life risk modules in the current Solvency II proposals (handout)
Tradable catastrophe risk: a new protection strategy (slides)
General Insurance Convention 2008
A mixing severity model incorporating three sources of data for operational risk quantification
Increasing the relevance of risk tolerance to organisations today.
Introduction to Solvency II. (Slides)
Lloyd's issues (handout)
Operational risk. Bending the tail of the dragon (handout)
Risk aggregation in a multi-line, multi-entity group. (Handout)
Solvency II - diversification (handout)
The post Solvency II world. What will your risk, finance and actuarial functions look like? (Slides)
Use and abuse of reinsurance under IFRS Phase II (handout)
What is the risk-free rate? (Slides)
General Insurance Convention and ASTIN Colloquium 1998
Portfolio optimisation
GIRO Conference and Exhibition, 12 - 15 October 2010
A08: One year volatility and risk margins - the regulatory review
Health and Care Conference, 18 - 20 May 2011
C04: Embedding enterprise risk management (ERM) into your business
Presidential update
Highlights of Life Conference 2013, Bristol
Plenary 2: Professional Skills for Experienced Members
Highlights of Life Conference 2013, London
C1: Personal Impact - The Importance of Words, Voice Tone and Body Language
C2: Resource and Environmental Limits to Economic Growth
Plenary 2: Professional Skills for Experienced Members
How to survive the evolving cyber risk landscape. Three critical sessions about cyber risk
Cyber risk for insurers – catastrophic impact or manageable operational risk?
How can we best use insurance policies - Panel Discussion
IFoA Asia Conference 2015
A1: Pricing Motor Insurance UK vs China
A1: Pricing Motor Insurance UK vs China (Chinese version)
A2: How to Set Risk Appetite for an Insurance Company - A Practical Case Study
Actuaries of the Future: Growing as an Actuary
Actuaries of the Future: Growing as an Actuary (Chinese Version)
Actuary as a Career Choice
Actuary as a Career Choice (Chinese version)
B3: Risk Dashboards with R Shiny - a C-ROSS Case
B3: Risk Dashboards with R Shiny - A C-ROSS Case Study
B3: Risk Dashboards with R Shiny - a C-ROSS Case Study (Chinese Version)
D3: Risk is Good (For Lack of a Better Word)
D3: Risk is Good (For Lack of a Better Word)
D3: Risk is Good (For Lack of a Better Word) (Chinese Version)
D3: Risk is Good (For Lack of a Better Word) (Chinese Version)
Plenary 1: New Change, New Promotion - Implication of C-ROSS to Actuarial Professionals
Plenary 1: New Change, New Promotion - Implication of C-ROSS to Actuarial Professionals (Chinese Version)
Plenary 3: IFoA Professional Regulation Update
Plenary 3: IFoA Professional Regulation Update (Chinese Version)
Plenary 4: Asian companies' International M&A
Plenary 5: Yesterday's Papers, but not Yesterday's News
Plenary 5: Yesterday's Papers, but not Yesterday's News (Chinese Version)
Improving the Success of InsurTech Opportunities Including a Guide for Risk
Risk Management in a Digital World
Risk Management in a Digital World Working Party Pres
International Mortality and Longevity Symposium 2014
A2: Mortality Models: Comparison and Application in Old-Age Populations of Selected Economies
Investment Conference 2000
Can retail investors exploit techniques used by investment consultants to financial institutions in the selection of investment managers?
Currency management - Do hedged international benchmarks make sense if sterling is secularly weak?
Stop-loss and investment returns
Investment Strategy for Pensions Actuaries 2007
Investment strategies for DC members - beyond lifestyle (handout)
Joint Networking Evening: Trading Longevity Risk
Overview of Longevity de-risking and Longevity risk capital
Recent innovations in Longevity Risk Management; A new generation of tools emerges
The role of the LLMA in the Longevity Markets
Legal principles: what can go wrong?, 14 February 2011
Legal principles: What can go wrong?
Life Conference 2014
B1: Professional Skills: Speaking Up and Whistleblowing
C1: Getting your Message Across
Life Conference 2015
B3 The Over 50s Rip Off
Life conference and exhibition 2010
B04: Learning from experience: how to understand policyholder behaviour
C07: Practical aspects of premium reviews
Life Conference and Exhibition 2013
Plenary 3: A makeover for mortality
Life Convention 2003
Embedding risk based capital in an organisation: practical lessons (handout)
Life Convention 2004
Credit risk and reinsurers (handout)
Quantifying operational risk in life insurance companies (handout)
Life Convention 2006
A whole new world...Or implications for life insurers of CP06/16 on the risk management and pricing of term assurance (handout)
Consumers' understanding of risk (handout)
De-risking with-profits customers fairly (slides)
Longevity - risk and opportunity (handout)
Risk and capital management: creating a competitive advantage (slides)
Risk management in insurers. Is ICAS making a difference? (slides)
Risk/value trade-off in strategic investment decisions (slides)
Managing risk and capital networking breakfast
Value & Capital Mangement: A new era
Masterclass: Written Communication Day 1
Better business writing
Masterclass: Written Communications, 7 November 2011
Better Business Writing - Handbook
Exercise
Micro-insurance Member Interest Group UK launch of the Actuarial training modules for Micro-insurance
An Introduction to Microinsurance
Momentum 2013
A01 The Future of UK Pensions
A03: Telematics and the UK’s MostCompetitive Market: Is New Technology Always a Good Thing?
A05: The Many Costs of Capital
B03: GI Debate
B04: Investment Debate
C04: Volatility and Equity Tail Risk Hedging for Pensions Funds
C05: Resource Constraints:Sharing a Finite World
D05: Actuaries as Financial Engineers
Masterclass 1A: My Brilliant Career
Masterclass 1B: Gaining the Essential Buy-in from Clients
Masterclass 2A: Increasing Your Oomph Factor
Masterclass 2B: Values - An Invaluable Tool
Plenary 2: The Future of Actuarial Science
Plenary 4 All Abroad?
Momentum 2013
A02: Consequences of Picking the Wrong Model
A04: The Quest for Yield and Other Stories from a Life Insurer’s Asset Portfolio
Masterclass 2D: Why Does Client Management Matter?
Momentum conference 2010
B01: Why should banks have all the fun?
B03: What will a pension scheme look like in 20 years?
C02: Enhancements to risk modelling for personal lines pricing
C03: IFRS 4 Phase II - proposals and their impact on the life insurance industry
C04: Longevity market transactions - a user's guide
D03: How ERM can make you a savvy actuary
D05: Annuity risk transfer market - a fad or here to stay?
D1: Discount rates: who needs them?
E01: Life as an actuary in an investment bank
E02: Solvency II and technical provisions - what you need to be doing now!
E04: Cutting edge solutions for pension schemes
PL2: Update on professional standards
Pl3: The climate change industrial revolution - does it matter to actuaries and the Actuarial Profession
Pl3: The climate change industrial revolution - does it matter to actuaries and the Actuarial Profession
W4: How to become a confident networker
Momentum Conference 2012
1A and 2A The Digitally Extrovert Actuary
1B and 2B The Mindset of Achievers
1D Dress for Success
2D The Power of a Personal Brand
A01 Every deal is different
C03 Buy-ins and Buy-outs: Doing Deals in Extreme Market Conditions
D01 The Risk We Miss
D03 Solvency II for Pensions - a step in the right direction?
D05 The Future of Financial Reinsurance
Momentum Conference 2012
A03 Dented Daimlers and Droopy Daffodils
A04 Recent Natural Disasters: has the Reinsurance Market really changed?
A05 Turning to the Dark(er) Side. What do Management Consultants do?
B02 Investment Tools, Techniques and Hot Topics
C04 Actuarial Modelling: not as good as it should be?
C05 Risk Appetite and Embedding it into the Business
D01 The Risk We Miss, supporting paper
Momentum Conference 2014
A04: Why choosing Health is Good for Your Health
A05: Emerging Markets
C03: Enterprise Risk Management A Capital Idea
D03: Interpreting the Climate Record for Trends in North Atlantic Hurricanes
D05: ERM, Making it Come Alive Through the use of Operational Risk Reporting and Modelling
Plenary 4: Painting Pictures of the Brain by Numbers: Neurology for Actuaries!
Momentum Conference 2015
A1 Funding Long Term Care Needs
A3 Industrialising Financial Reporting
A4 DC Flexibilities & Choice
A5 Infrastructure Investment Risk and Returns Working Party Chris Lewin
B1 Evolving Embodiment of Risk The case of Alzheimer’s Disease
B4 Public Service Pensions Long Term Financial Management and Refom of Benefits
C1 Food Security
C3 Communicating Aggregation and Simulation Techniques in Life Insurance
C4 Integrated Risk Management for DB Pensions Schemes
C5 What is Impacting Investing
D1 Suger Consumption a rating Factor of the Future
D3 Comparing Capital Model Validation Techniques used in Banking and Life Insurance
D4 Considerations on State Pension Age in the UK
E3 Longevity Risk 101 A review of Mortality and Improvements Through Time
E4 End of Contracting Out Legal Perspective is this the End of DB
Plenary 2 Behavioural and Finacial Retirement Decision Making
Plenary 4 Ian McKinlay
Momentum Conference, 30 November - 2 December 2011
0 Delegate Workshops
A01: Defined contribution
A03: Geometry of finance
A04:Periodical Payment Orders (PPOs)
A05: Practical issues with SPVs
B01: Legal issues - pensions issues on a corporate transaction
B02: Latest CI product - are we happy as an industry following the ABI reviews in recent years?
B04: Changes in bodily injury claims handling
B05: EU gender ruling - nine months on
C01: Experience of the pensions regulators
C02: Risk management's important, ORSA they say...
C03: Driving growth in different economic scenarios
C04: Catastrophe models: inputs, outputs, uncertainty and Solvency II
D01: Why you will live to 100 (or not)
D02: Do enhanced annuities damage the market? An investigation into risidual standard mortality
D03: The problems with funding
D04: ERM for emerging risks in general insurance
D04: ERM for emerging risks in general insurance - paper
D05: Calibration of risk distributions (a how to)
D05: Calibration of risk distributions (a how to)
E01: The company's view of its covenant and how it approaches corporate activity
E03: Managing currency risk in pension funds
E05: Actuaries in ERM
Momentum Conference 2011: Plenary 1: Victim or chooser (having a winning attitude to what lies ahead)
Momentum Conference 2011: Plenary 3: Shamelessly unprofessional - what would you do in this situation?
Plenary 2: Breaking the actuarial mould
Plenary 2: From global consultancy to founding specialist firm
Plenary 2: Wider fields
Plenary 3: Conflicts of interest - guide
Plenary 3: The Actuaries' Code
Soft skills 1: Dynamic Presentation
Soft skills 2: Story telling
Soft skills 3: Body language
Soft skills 4: Image
Mortality Thought Leadership Seminar Series: Socioeconomic Inequalities in Mortality and Longevity
Life Course Influences on Old-age Longevity: Drivers of Socioeconomic Differences
On the Modelling and Forecasting of Socio-economic Mortality Differentials: An Application to Deprivation and Mortality in England
Taking Action on the Social Determinants of Health
NAG
Numerical software & tools for the actuarial community
Rehabilitating Correlations, Avoiding, Inversion, and Extracting Roots
Networking Event: Environmental Change Opportunities for Actuaries
Financing of “New Nuclear” decommissioning
Networking Event: Environmental Change: Opportunities for Actuaries, 13 September 2011
Ian Smith and Tom Porter
Nick Silver
Oliver Bettis and Barry Maher
Tessa Page
Networking Event: ERM Guide, 20 April 2010
Actuaries and ERM
Source of uncertainty at each stage of programme life cycle: uncertainty levels diminish progressively
The new ERM Guide
Networking Event: Positive Leadership, 6 December 2010
Networking event: positive leadership
Networking event: positive leadership - ABC lingerie 1
Networking event: positive leadership - ABC lingerie A
Networking event: positive leadership - Abraham Lincoln
Networking event: positive leadership - Explanatory style
Networking event: positive leadership - Good things come in threes
Networking event: positive leadership - Optimism checklist
Networking event: positive leadership - The wheel of life
Networking event: Replacing the Theory of Efficient Markets
Networking event: Replacing the Theory of Efficient Markets - Implications for Polciy and practice
Networking Event: What Keeps a CRO Awake at Night?, 2 June 2011
What keeps a CRO awake at night?
Open Forum: Calibrating and Communicating Dependence, 18 July 2011
Calibrating and Communicating Dependence
Open Forum: Discount Rates, 23 March 2010
Discount rates forum, 23 March 2010. Complete set of slides
Open Forum: Distributional Effect of Asset Purchases
Open Forum: Distributional Effect of Asset Purchases
Open Forum: Does diversification exist in a global market?, 25 May 2011
Absolute return investing with equity and fixed income, E Munro
Open Forum: Does diversification exist in a global market?
Open Forum: Does Strategy Risk Exist?
Strategic Risk Landscape
Open Forum: Does Strategy Risk Exist?, 27 October 2011
Strategy Risk - The Case For and Against!
Open Forum: Latest Developments in Longevity Hedging for Pension Schemes, 13 October 2010
Banks perspective, Chris Watts
Latest developments in longevity hedging for pension schemes
Open forum: latest developments in longevity hedging for pension schemes
Open forum: Mortality projections - the latest CMI model and discussion of current practice 9 December 2010 and 19 January 2011
The latest CMI model and discussion of current practice (slides from 9 Dec 2010/19 Jan 2011 open forum)
Open Forum: Sovereign Debt Crisis and the Future of the Euro, 25 March 2011
Open forum: sovereign debt crisis and the future of the Euro
Open Fourm: An Introduction to Basel III
An Introduction to Basel III
Operational risk seminar, 6 December 2005
Getting to grips with operational risk (slides)
Implementing an operational risk framework (handouts)
Practical modelling of operational risk (slides)
ORSA - Bigger Picture Thinking, 29 September 2011
Bringing it all together in an ERM framework
Introduction to the ORSA
Risk appetite - the cornerstone of the ORSA
The latest from the FSA and EIOPA
The ORSA and actuarial modelling
Our Changing Future Open Forum: Sovereign Debt Crisis - and the Future of the Euro, 11 October 2011
Sovereign Debt Crisis - and the Future of the Euro
Pensions Convention 2005
Risk management for pension schemes (handout)
Pensions, Risk and Investment Conference 2016 with AFIR /ERM
A11 Long guarantees with short duration: The rolling annuity
A12: A Single Factor CAPM in a Multi-Currency World
A4 Tail fitting probability distributions for risk management purposes
A6 What is funding liquidity risk and how can a bank manage it?
B4 The Effective Communication and Disclosure of Model Risk
B5 How should society choose where to direct flood resources?
C4 A Decade of UK Pensions Risk
C6 New developments in economics and the impact on investment, risk and pensions
E10 Risk and Investment Management
E11 Pension Design and Risk Sharing : New Mix Solutions between DB and DC
E4 Better Decision Making ERM
E5 Climate Change – A Classic Risk Management Problem
E6 Business Risk Review
Plenary 2 Is the New Normal High Risk and Low Returns?
Plenary 5 Getting better judgement
Practical guidance for volunteers - on issues relating to competition law
Practical guidance for volunteers - on issues relating to competition law
Professionalism: a matter of principle...?, 18 November 2011
Professionalism: a matter of principle...?
Professionalism: Should you Speak up or Should you Blow the Whistle? How Do you Decide?, 18 November 2011
Making Whistleblowing Work
Whistleblowing should you speak up or report? How do you decide?
Professionalism: Should you Speak up or Whistle Blow? How do you Decide?, 9 February 2011
Professionalism: should you speak up or whistle blow? How do you decide?
Risk and Investment Conference 2009
Chasing the tail. Modelling of correlations and dependencies in economic capital models
Lessons from the credit and liquidity crunch
Lessons from the credit and liquidity crunch
Risk and Investment Conference 2012
A05: View from FT Alphaville
B03: Unlocking the secrets of the swaptions market
D04: Investment risk and opportunities for annuity business in a Solvency II world
D04: Investment risk and opportunities for annuity business in a Solvency II world
E04: Modern methods of managing funding level risk - Slides not available
Plenary 2: Risk management from perspective of C-Suite
Plenary 3: Perspectives on how Aviva approach capital management
Plenary 4: Reasons to be cheerful - looking for growth and avoiding the danger zones - Slides not available
Plenary 5: No slides were used
Risk and Investment Conference 2013
A2: So how do you do all this risk appitite stuff for a with-profits fund?
A3: Challenges in optimising risk and return for insurers in a low Interest rate environment
A4: A New Approach to Risk-Neutral Scenarios
B1: Conduct risk: what is it and what is your role in managing it?
B2: Draw boundaries between the risk function and internal audit
B4: How to blend 'qualitative' with 'quantitative': global macro economic themes in strategic asset allocation
B5: An appraisal of acquiring fixed income assets on a forward basis
C1: Approximations, estimates and errors
C2: Reverse Stress Testing: A Case Study
C3: Role of liquidity in economics, risk and investment
C4: Modelling defaultable sovereign debt
C5: Actuaries as financial engineers: a stratigic analysis
D1: Risk Reporting
D2: Plural rationality - how it explains regulators management and stratagy of insurers
E1: Model risk and governance
E3: A unique look at project actuaries
E5: Managing the risk of reputation damage, negligence litigation and misconduct complaints
Plenary 1: Actuarial discipline: a threat or an opportunity?
Plenary 3: The story of the PRA: what kind of a regulator will it be?
Plenary 5: Making Money Safely A Personal View of Risk Management in Non-Financial Corporates, Insurance and Banking
Plenary 6: Designing a risk-led investment strategy at the Pension Protection Fund
Plenary 6: Risk appetite in practice
Risk and Investment Conference 2014
B3: Why should the CEO and CRO care about Emerging Risks?
B4: Optimising the Solvency II Balance Sheet
B5: Why Bond Yields Are Where They Are and Expectations for the Future
C4: Infrastructure - Debt and Equity Investments for UK Insurers
C5: Dynamic Hedging Working Party
C6: Modelling the Liquidity Risk Premium on Corporate Bonds
D1: Guidance to Directors on Risk Management
D4: Non Traditional Asset Investing Within Annuity Portfolios
Risk and Investment Conference 2014 Programme
Risk and Investment Conference 2015
A02 Risk and Returns in Infrastructure Investment
A03 Managing a matching adjustment portfolio: Considerations for risk functions
A06 Risk and the Human Condition
B01 Measuring Model Risk: Real Life Losses, Stress Testing and Fit for Purpose
B03 Why Actuaries Can Make Bad CROs
B04 More to do than Matching Adjustment
B05 Putting the Style into Smart Beta
B06 Introduction to Risk Driver Calibration
C01 Risk Based Performance Attribution
C02 The Impact of the Low Yield Environment on European Life Assurance
C03 De-Risking Longevity
C03 Paper for De-Risking Longevity
C04 LDI for DB Pension Funds
D01 The Actuaries Climate Index
D02 Do Multi Assets, Absolute Return Funds have a Place in Insurance Portfolios
D04 Pole Vaulting without a Pole - Getting Over a Very High Bar
Paper - Risks and Returns in Infrastructure Investment
Plenary 5 Stranded Assets
Plenary 6: F&I: What's Happening to Interest Rates?
Professional Skills
Risk and Investment Conference 2015
D03 The Future of the Investment Industry
Risk and Investment Conference 2018
A1: InsurTech: How do Insurers Assess the Risks and Opportunities?
A2: Recovery and Resolution Planning
Amlan Roy's points of reference from Plenary 2
B1: Building Operational Risk Resilience
B2: Equity Release Modelling: Valuation and Risk Management
B3: Can Non-Life Insurers Generate Better Investment Returns
B4: The Coming Age of "Peak LDI"
B4: The Coming Age of "Peak LDI" (Report)
Plenary 2: Demographics, Asset Allocation & Strategic ALM
Plenary 4: Working in Wider Fields – A Fish out of Water?
Risk and Investment Conference, 13 - 15 June 2010
Characteristics of different risks working party [slides]
Construction of efficient stock market indices
CPD and Actuaries' Code update [slides]
Enterprise risk from the view of the investor working party
ERM for strategic and emerging risks working party [slides]
Excess volatility revisited [slides]
Extreme events: robust portfolio construction in the presence of fat tails [slides]
Financial crisis [slides]
Impact of behavioural finance on investment [slides]
Impacts of regulation and market turbulence on annuity fund investment strategies working party
Lessons we have learned regarding risk management modelling [slides]
Macroeconomic scenarios: a frequency domain approach [slides]
Pension fund governance - a CEO's view [slides]
Pricing and trading of limited price indexation (LPI) swaps
Real life case studies of professionalism issues [slides]
Reconciling different risk measures working party
Regulatory frameworks - lessons learned from the crisis and potential implications for long-term investors [slides]
Risk adjusted performance measurement working party [slides]
Risk and compensation [slides]
Sovereign credit risk [slides]
Update from the Actuarial Profession [slides]
Risk and Investment Conference, 19 - 21 June 2011
B02: Journey Plans and Dynamic De-risking
B03: Stable Tail Measures of Risk Capital working party
C03: Investment products for retirement savings
D03: Alternative Assets; Practical Implementation and How they performed in the crisis working party
E01: Reasons for Insurance Company Failures working party
E02: Calculating and Communicating Tail Dependencies
E03: Corporate Bond Yield Curves working party
Plenary 2: Intergenerational Fairness
Plenary 4: Applications of Complexity Science
Plenary 5: A CRO's Perspective
Plenary 6: Liquidity and investment strategy
Plenary 7: Investment and Risk Management - a view from off the beaten track
Risk Management Special Interest Group (RMSIG) Event 3 December 2007
The modelling of reinsurance credit risk (Handouts)
Risks in Life: Understand, Control and Master Them
Making the most of a longevity internal model
New Asset Class Risk
Scottish Independence Event
Scottish Independence: some questions from the Institute and Faculty of Actuaries
Securing pole position in risk management
Plenary 3: Interactive session: Delivered by the Model Risk working party
Sessional Meeting - Silent Cyber Assessment Framework
Silent Cyber Assessment Framework
Sessional Meeting - Understanding Blockchain for Insurance Use Cases
Understanding blockchain for insurance use cases
Understanding blockchain for insurance use cases_presentation
Sessional Meeting: Investment risk for long term investors - risk measurement approaches
Investment Risk for Long Term Investors Paper
Sessional Research Event: Equity Release Mortgages (ERM)
Interim Paper
Sessional Research Event: Joint Risk Reporting Working Party
Sessional Meeting Paper - Incentives facing UK Listed Companies to Comply with the Risk Reporting provisions of the UK Corporate Governance Code
Sessional Research Event: Model Risk: Illuminating the Black Box
Model risk – illuminating the black box
Sessional Research Event: Quantitative approaches to model uncertainty
Sessional Research Event: Quantitative approaches to model uncertainty
Stranded Assets Networking Event
Stranded Assets Networking Presentations
The 2003 Healthcare Conference
Trends in critical illness risk costs (slides)
The IFoA’s Joint Risk, Investment, Pensions Conference 2017
A1: Making Tax on Retirement Savings Fair and Efficient
A3: Assessing and Enhancing Risk Maturity in Your Organisation
A7: Everything you need to know about Professional Regulation and How the Revised TASs are now Relevant for all Actuaries
B1: Is Selling Gilts for Buy-in the Best Way of Securing Pension Promises?
B2: Multi-Employer, Charity Sector DB Schemes – The Section 75 Paradox
B3: Liquidity Risk: the Insurance Industry’s Elephant in the Room
B4: Reducing Model Risk With Goodness-of-fit
B5: History and Evolution of Scenario Generators
B6: New Political Paradigm
B7: What is the Cost of Equity Release Mortgages?
C2: Running off Mature Schemes
C3: The 12-page ORSA Report...
C4: Risk Management Lessons Since the Financial Crisis
C7: Potential Implications of Brexit on Regulatory Regime for UK Pensions Annuities – A presentation by the IFoA matching adjustment working party
D1: Resource & Environmental Issues: Practical Guide for Pension Actuaries
D2: Public Sector Pensions
D3: Risk Measures for Long Term Investment – Are They Fit For Purpose?
D5: QE and the Inflation Dogma; Does it Work and Does it Make Sense?
D6: Delivering Optimised Insurance Investment Strategies
D7: Everything You Need to Know about Professional Regulation and how the Revised TASs are Now Relevant for all Actuaries
E1: Communicating Pensions: Addition to Merton's vision
E2: Fiduciary Duty - The Past, the Present, the Future
E3: Actuarial Risk Principles – Improving Decision Making
E4: How Risk Personalities Help to Build a Stronger Risk Culture
E5: Extreme Risks: What are they and Why do we Care?
E6: Climate Asset Risk - it's all About Governance Now
E7: Model Risk: Thinking Outside the Black Box
Plenary 3: Finance, Society and Sustainability
Plenary 7: Future for Actuaries?
The role of the “Risk Function” in the context of Solvency II and what are the features of an “effec
The Role of the Risk Function 25 Sept
Transforming Consumer Information, 24 January 2012
Auto-enrolment: the opportunity and responsibility
Important considerations from behavioural economics
Improving information: a consumer perspective
Regulatory view
Unravelling the complexity of risk, 13 January 2011
Unravelling the complexity of risk
Variable Annuities: Bridging the Divide, 17 September 2010
A02: Complementary and competing products
B01: Operations, governance and infrastructure
Solvency II impacts, implications and opportunity for VA
Yorkshire Actuarial Society (2012)
Value at Risk: Where did it all go wrong? Presented to the Yorkshire Actuarial Society, 9 May 2012 [slides]
Value at Risk: Where did it all go wrong? Presented to the Yorkshire Actuarial Society, 9 May 2012 [spreadsheet]
Younger Members' Convention 2003
Kylie Minogue asset models and who cares anyway? (Slides)
Younger Members' Convention 2006
Operational risk - a practical guide (handouts)