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Difficult Risks and Capital Models: A discussion paper
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
Autumn Lecture 2014: The Age of Uncertainty: What do we know about Growing Old?
C4 Life Conference 2017
Carbon Forward Price Curve
Cyber Risk WP GIRO 2022 presentation
Derivatives: a practical guide for users
Economics MIG - September meeting slides
ERM WP Life Conference 2019
ERM WP sessional slides 20181211
Financial repression – what does it mean for savers & investors
GIRO 2021 Third Party Working Party
Housing our Ageing Population, Jeremy Porteus
IFoA Life Conference Slides 2019 Modelling WP
IFRS17 Transversal Life Conference Slides 2019
In the end-game - DO sweat the small stuff
Infrastructure investment - an introductory guide
Investing in Affordable Housing, Nicholas McAlpine-Lee
Investment strategy for pensions actuaries. A multi asset approach
Joining the dots webinar- 26 February slides
Lloyd's US opinions
LPI Working Party: SAI Conference May 2019
Open Forum: Managing Investment Portfolio to Maximise Returns Whilst Investing Responsibly
Open Forum: The Politics, Psychology and Regulation of Risk
Open Forum: The Risk-Free Rate: Politics, Economics and Investment
Pension Scheme Investing, the role of derivatives
Pensions Infrastructure Platform, NAPF
Pensions investment in infrastructure, Alan Rubenstein
Pensions investment in infrastructure, Robert Gardner
Plus ca change... What is new about CDI and what really isn’t?
Risk Margin Sessional Edinburgh 07102019
Summary of Financial Repression, what does it mean for savers and investors
The prevalence of procyclicality in the financial industry
The Trustee Perspective
Networking Event Environmental Change Opportunities for Actuaries
ERM, Resources & Environment
A Holistic Study into Cash flow Driven Investment
CDI - Learnings from UK Life Insurers
Accounting for Intangible Assets – New Frontier or A Bridge Too Far?
Accounting for Intangible Assets – New Frontier or a Bridge too far?
Advance your Career in Scotland, 10 November 2011
Lloyds Banking Group - Scottish Widows
Royal Bank Scotland
Standard Life
TalentScotland
The Actuarial Profession in Scotland
Ageing Population Conference 2002
Depopulation, employment and economic growth in Europe in the 21st century (slides)
Encouraging life time savings (slides)
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
Coherent asset allocation in the presence of stress events
Coherent asset allocation in the presence of stress events
Derivatives seminar, 15 October 2007
Effective execution and on-going valuation of derivatives (handouts)
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
Environmental Change Opportunities for Actuaries
Managing Liabilities of Carbon Capture and Storage
Evolution of Solvency 2 and Capital Standards
Evolution of Solvency 2 and Capital Standards Event Papers
Finance and Investment Conference 2001
An autoregressive yield curve model - with no free lunch
Paper 2: Investigating some measures of market efficiency
Consistent assumptions for multinational asset models
Options in real estate contracts
The practicalities of budgeting, managing and monitoring active risk for pension funds
Finance and Investment Conference 2002
Estimating the relative performance of equities and bonds over the next 25 years
Mean reversion and market predictability
Modelling corporate bonds: considerations for stochastic modelling
Monitoring the effectiveness of asset allocation decisions
Finance and Investment Conference 2003
Absolute return funds and institutional investors (Slides)
Active management or the equity risk premium: place your bets (Slides)
Bond asset management - an overview (slides)
Challenges to best practice in corporate governance in life offices (slides)
Liability benchmark portfolio: the relationship between pension assets and liabilities
Past performance as a guide to the future - panel discussion
Risk based capital - convergence of banking and insurance risk managment
The cost of capital for financial firms (slides)
The importance of being normal
What has the manager done for me? A value-based approach to investment performance measurement
Finance and Investment Conference 2004
Valuing business - the role of the actuary
Finance and Investment Conference 2005
Funding and asset allocation strategies - why firms and trustees behave as they do
Hedge funds
Liability driven benchmarks for UK defined benefit pension schemes
Modelling dependencies: an overview
Stochastic volatility models: considerations for the lay actuary
The risk ridge
The value of intergenerational transfers within funded pension schemes
To hedge or not?
Finance and Investment networking evening, 12 May 2008
The role of the CRO in Enterprise Risk Management
The role of the CRO in Enterprise Risk Management [mp3 sound file]
Finance and Investment networking evening, 16 April 2008
Where theory and practice are not always the same Earning LIBOR on cash is easy - isn't it?
Where theory and practice are not always the same: Earning LIBOR on cash is easy - isn't it? (MP3 sound file)
Finance and Investment networking evening, 20 February 2008
Is any early end to the credit crunch in sight?
Portfolio construction - the impact of the credit crunch [mp3 sound file]
Finance and Investment Networking evening, 20 February 2008
Portfolios after the fun
Finance and Investment Networking Event: Central Clearing and its Impact on Institutional Asset Port
Finance and Investment Networking Event: Central Clearing and its Impact on Institutional Asset Port
Finance, Investment & Risk Management Board Networking Evening, 13 February 2006
What do actuaries need to do to become serious broad financial service risk managers? Transcript of discussion
Finance, Investment & Risk Management networking evening, 22 February 2007
Absolute return strategies for funds with defined liabilities [mp3 sound file]
Absolute return strategies. A pensions perspective
Absoute returns strategy for with profit fund
Finance, Investment and Risk Management Conference 2006
Being a responsible investor doesn't damage your wealth (handouts)
Introduction to the Financial Reporting Council (FRC) and the Board for Actuarial Standards (BAS) (handouts)
Finance, Investment and Risk Management Conference 2007
Managing longevity and mortality risk in pension plans
Practical implementation of liability driven investment
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
Alternative beta strategies: A new paradigm to the hedge fund industry
Annuities and aggregate morality risk: mountains out of molehills (handouts)
Catastrophe risk financing under changes in hurricane activity (handouts)
Commodities: A strategic asset allocation [handouts]
Complexity economics. Application and relevance to actuarial work
Components of yield curve movements. Illustrative worked examples. An Interim Report of the Stress Test Working Party
Controlling the growth of your hedge. Draft Report of a Working Party on Dynamic Investment Strategies
Controlling the growth of your hedge. Dynamic Investment Strategies Working Party (handouts)
Discount rates for valuation, including taking account of liquidity
Economic capital models for Basel/Solvency II, Pillar II
Extreme events deriving tail probabilities for economic distributions relevant to individual capital assessents
Holiday reading for actuaries (handouts)
How valuable is liquidity? Working Party Paper
Longevity hedging via the capital markets (handouts)
Longevity hedging via the capital markets (slides)
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?
Financial reporting seminar, 23 October 2008
Actuarial forms
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 1981
Investment Risks Working Party report
General Insurance Convention 1992
Financial reinsurance
Taxation, reserving and actuaries
General Insurance Convention 1995
Stochastic asset models
General Insurance Convention 2000
ART [Alternative risk transfer]
Emerging oportunities in the credit derivative market [summary only]
General Insurance Convention 2001
Fair value accounting for insurance (slides)
General Insurance Convention 2002
Capital allocation in the Lloyd's insurance market [Slides]
Dependent tails
Investment strategy [slides]
The IASB proposals and non-life insurance
General Insurance Convention 2003
The new FSA capital requirements
General Insurance Convention 2004
Wall Street Banks - Reserving Issues [slides]
General Insurance Convention 2005
Financial risks of climate change (Handout)
General Insurance Convention 2006
UK domestic update and Solvency 2 - Pillar 3 (handout)
General Insurance Convention 2007
Estimating IBNR from year of account projections (handout)
Financial reporting - business implications of IFRS Phase 2 (slides)
IASB accounting proposals and actuarial practice (slides)
Internal capital assessment (ICA) model validation: more than just passing the use test (handout)
Practical solutions to common pricing pitfalls (handout)
Pricing excess aggregate limits for large professional indemnity programmes (handout)
General Insurance Convention 2008
A practical study of economic scenario generators for general insurers. (Handout)
Practical market value margins. (Slides)
Price optimisation: successful practical implementation. (Handout)
Subprime .... impacts for capital assessment. (Handout)
Technical (yet practical) reserving tools for a cyclical market. (handout)
General Insurance Convention and ASTIN Colloquium 1998
Portfolio optimisation
Gilts vs. Swaps: What's Going Down?
Gilts vs. Swaps: What's Going Down?
Health and Care Conference, 18 - 20 May 2011
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
http://www.actuaries.org.uk/events/one-day/sessional-research-event-forecasting-death-rates-using-exogenous-determinants
Sessional research event: Forecasting death rates using exogenous determinants
Sessional research event: Forecasting death rates using exogenous determinants
IFoA Asia Conference 2015
A1: Pricing Motor Insurance UK vs China
A1: Pricing Motor Insurance UK vs China (Chinese version)
A4: Investment and Risk Management Strategy Under New Insurance Solvency Regulatory Framework
A4: Investment and Risk Management Strategy Under New Insurance Solvency Regulatory Framework (Chinese Version)
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)
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)
IFoA Asia Conference 2016
Plenary 4: Panel Discussion: Harmonising Solvency Frameworks Across a Region
IFoA Networking Event: Managing Fiscal Risks
Fiscal risks report
Managing Fiscal Risks in the UK
Managing Fiscal Risks: the actuary’s role
International Mortality and Longevity Symposium 2014
A2: Mortality Models: Comparison and Application in Old-Age Populations of Selected Economies
Investment Conference 2000
A comparison of stochastic asset models
Actuaries and Investment (Slides)
Asset & liability modelling for pension funds (Slides)
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?
Demystifying active quant
Incentive fees, rewards for risk or return?
Information structures
Interest rate sensitive insurance products (slides)
Introduction to convenience yields
Investment manager style analysis
Investment manager style analysis
Investment strategy and valuation of with-profits products
Investment strategy of the UK actuarial profession (slides)
Keynote address: Rationale for the strategic asset allocation in the Norwegian Government Petroleum Fund
Market neutral investing
Private equity
Stop-loss and investment returns
The relative importance of industry and country influences
Why are investment trust discounts so volatile?
Investment Strategy for Pensions Actuaries 2007
Investment strategies for DC members - beyond lifestyle (handout)
Investment strategy for pensions actuaries seminar, 11 April 2008
Behavioural finance (handouts)
Hedge funds: industry update (handouts)
Investing in commodities (handouts)
LDI (liability driven investment): Practical issues and risks
The case for infrastructure investing (handouts)
Joint UK Actuarial Profession/UKSIP/INQUIRE Seminar 27 July 2004
Measuring investment risk in defined benefit pension funds
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
Accounting developments (handout)
The impact on the UK savings industry of the Sandler Review (handout)
Life Convention 2004
Paper on With-profits investment strategy
With profits actuary - a necessary role? (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)
Assessing multi-asset investment strategies for annuity funds (handout)
ICA and ICG. A life office's experience (handout)
ICAS for small firms (slides)
ICAS. Making the most of your FSA feedback (Handout)
IFRS Phase II: Sorting out insurance accounting once and for all (handout)
Product pricing and allowance for ICA (handout)
Risk and capital management: creating a competitive advantage (slides)
Risk/value trade-off in strategic investment decisions (slides)
Solvency II. Challenges and industry impact (handout)
Using derivatives to meet shareholder and policyholder objectives (slides)
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
Agricultural Module
An Introduction to Microinsurance
Protection against different perils
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
A01: Thinking the long finance: what could really be done about short-termism?
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
C1: The investment implications of Solvency II
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
C02 Diversified investment strategies for DB, DC and insurance
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 and Longevity Seminar 2015
Latest work from the CMI
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
NED - Personal Risk Management for NEDs
NED - Personal Risk Management for NEDs Presentation
NED Event: Behavioural Finance and Boards
NED Event: Behavioural Finance and Boards
NED MIG: Overseeing Risk Management from the Boardroom
NED MIG Overseeing Risk Management from the Boardroom
Networking Event - The Stochastic Full Balance Sheet Model
The Stochastic Full Balance Sheet Model
Networking Event: Environmental Change Opportunities for Actuaries
Financing of “New Nuclear” decommissioning
Networking Event: Environmental Change: Opportunities for Actuaries
Networking Event: Environmental Change: Opportunities for Actuaries
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: 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: An Introduction to RPI/CPI
Consumer Price Statistics
Risk Managing CPI Exposures
Open Forum: Asset-Backed Pension Scheme Funding, 22 March 2012
It's as easy as ABC
Open Forum: Discount Rates, 23 March 2010
Discount rates forum, 23 March 2010. Complete set of slides
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: Extreme Value Theory
Applying EVT and alternatives to portfolio construction and the management of risk
Extreme Value Theory for a 1 in 200 Event
Open Forum: is High Inflation Inevitable, 12 April 2010
Is high inflation inevitable?
Open Forum: Joint Event with the IPF: Property Investment Past, Present and Future, 18 October 2010
Overview
Open Forum: Joint Event with the IPF: Property Investment Past, Present and Future, 18 October 2010
Property future
Property past trends
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: Model risk
Open Forum: Model risk
Open Forum: Model risk
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: Non-Bank Lending. 4 March 2010
Loans. An asset class overview
Open Forum: Non-Bank Lending. 4 March 2010
Non-bank lending
Presentation for the open forum on non-bank lending
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 Forum: The Politics, Psychology and Regulation of Risk
Open Forum: The Politics, Psychology and Regulation of Risk
Open Fourm: An Introduction to Basel III
An Introduction to Basel III
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: Corporate bonds - as good as they look? 2 April 2009
Corporate bonds - as good as they look? Maybe - but some are better than others
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
Part VII transfers seminar 2007
Part VII portfolio transfers: designing the scheme - the legal perspective (handout)
Structuring the transfer: the company's objectives (handout)
The FSA's approach to Part VII transfers (handout)
The role of the independent expert (handout)
Pensions Convention 2003
How does a venture capitalist appraise investment opportunities? (slides)
Pensions Convention 2004
Cash equivalent transfers. The story continues (handout)
Investment strategies for closed defined benefit (DB) schemes (handout)
Liability driven investment and the role of swaps (handout)
Setting briefs for investment managers (Handout)
Setting briefs for investment managers - Ian Lewis (handout)
Should pension funds invest in equities? (handout)
Pensions Convention 2005
Accounting standards - recent developments (handout)
Alternative investments (handout)
Cleansing the soul - a few investment myths exposed (handout)
Defined contribution (DC) investment issues (handout)
Finance Act 2004: Looking after the ordinary member (handout)
Financing the deficit (handout)
Recent developments in bond investment (handout)
Pensions Convention 2006
Finance Act 2004: What has changed for the ordinary member (handout)
From LDI to hedge funds. Where to place your bets in the new investment world (handout)
Pensions, Risk and Investment Conference 2016 with AFIR /ERM
A8 Gilts vs. swaps – what’s going down?
A9 Going above and beyond Stronger investment theory and practice
B7 Meeting the investment challenges of Solvency II
B9 Managing the Matching Adjustment – Perspectives from Asset Management and Audit
C6 New developments in economics and the impact on investment, risk and pensions
C8 Calibrating Scenario Generators for Pensions Asset Liability Modelling
C9 “It was the best of times, it was the worst of times” (Efficient frontiers : fine in theory but fundamentally not optimal)
D7 Embracing Illiquidity
D9 Sourcing corporate bonds for your Matching Adjustment portfolio
E7 Investing for Self Sufficiency - Objectives and Strategies
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?
Resource and Environment Networking Event
Sustainability and the Financial System 28 January 2015
Risk and Investment Conference 2009
Chasing the tail. Modelling of correlations and dependencies in economic capital models
Implications of divergence between gilt and swap curves
Lessons from the credit and liquidity crunch
Lessons from the credit and liquidity crunch
The carbon market - A primer for actuaries
Risk and Investment Conference 2012
A01: Risk in government
A02: VA Risk management
A03: Demographic impact on investment strategy
A04: Centralised clearing of OTC derivatives
A05: View from FT Alphaville
B01: Rational adaptability and clumsy solutions
B02: Agent based modelling of insurance cycles: an update and results
B03: Unlocking the secrets of the swaptions market
B04: Relative merits of synthetic versus cash investments
B05: How we get numbers wrong and what you can do
C01: CRO viewpoint - emerging trends in property-casualty risk management
C02: Operational risk
C03: The problem with LDI
C04: Implications of Solvency II/ Basel III for traditional and non traditional asset classes
D01: Risk Reporting
D02: An Introduction to AFIR/ERM
D03: Inflation, real returns and inflation hedging
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
D05: The future actuary as risk manager - Highlights from the ECA 2012
E01: Resource and environmental limits to economic growth
E02: Risk Registers, Should we trust them? *updated as of 11 July 2012
E03:Is there a place in the DC mass market for guaranteed products?
E04: Modern methods of managing funding level risk - Slides not available
E05: Parameter and model risk in financial firms - Andrew Smith
E05: Parameter and model risk in financial firms - Antoon Pelsser
Plenary 1: Cohesion, complexity and credit: Studying people to understand risk
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
E4: Financial repression working party
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
A2: Influencing Culture to Deliver Better Risk Outcomes
A2: Influencing Culture to Deliver Better Risk Outcomes
A5: The Trend towards "Non-Traditional" Long-Dated Investments by Life Insurers
A6: Gender Diversity
B1: In Pursuit of Meaningful Operational Risk Quantification
B3: Why should the CEO and CRO care about Emerging Risks?
B6: Professional Skills Workshop
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 2014
D2: Landscape of Risk Transfer Solutions
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
B02 Unit Linked Investments
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
A4: Water, water, everywhere....
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)
Clone of Plenary 5: Biases in Trustee Decision Making: Insights from Behavioural Finance
Plenary 2: Demographics, Asset Allocation & Strategic ALM
Plenary 4: Working in Wider Fields – A Fish out of Water?
Plenary 5: Biases in Trustee Decision Making: Insights from Behavioural Finance
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
A01: Designing products under the FSA's evolving TCF rules
A02: Risk Appetite and Risk Limits - How to ensure top down appetite is consistent with bottom up limits working party
A03: Investing to meet long term inflation hedging working party
B02: Journey Plans and Dynamic De-risking
B03: Stable Tail Measures of Risk Capital working party
C02: Replicating portfolios for value-added ALM risk management
C03: Investment products for retirement savings
D01: To boldly go where no ERM has gone before - ERM research that defined the future
D02: Operational risk management working party
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 and Investment Conference, 2009
Update from investment and hedging practice area of VA Members Interest Group (slides)
Risk Management Special Interest Group (RMSIG) Event 3 December 2007
The modelling of reinsurance credit risk (Handouts)
Risk Management Special Interest Group (RMSIG) networking evening, 17 April 2007
Developing the profession's risk management vision
The convergence of regulation and risk management
Risk Management Special Interest Group (RMSIG) Networking Evening, 17 April 2007
We are all risk managers now? (and how we are going to achieve it). [mp3 sound file]
Risk Management Special Interest Group (RMSIG) networking evening, 24 January 2007
How the integration of insurance and banking techniques and thinking can add real commercial value
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 Research Event: Liquidity: Essence, Risk, Institutions, Markets and Regulation
Liquidity: essence, risk, institutions, markets and regulation paper
Sessional Research Event: Risk Margin Working Party
Risk Margin Working Party Paper
Stranded Assets Networking Event
Stranded Assets Networking Presentations
The Economic and Environment Benefits to Individuals and to Society from Investing in Forestry
The Economic and Environment Benefits to Individuals and to Society from Investing in Forestry
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
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?
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
Value For Money (VFM) Assessment in Asset Management Webinar
Value For Money (VFM) Assessment in Asset Management Webinar
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
Younger Members' Convention 2003
Principles and practices of financial management (PPFM) (slides)
Younger Members' Convention 2004
Diversifying with commodities (Slides)
Younger Members' Convention 2005
Coming to terms with reality (Handout)
Liability driven investment competition
