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Tuesday 15 November 2016 09:00 - 17:00

With increasing focus on capital modelling from Boards, rating agencies, regulators and analysts, this seminar provides an opportunity to engage with the current issues faced within the world of capital modelling.  Primarily actuaries involved in capital modelling and risk would benefit from attendance, however anybody involved in the modelling process or with an interest in the output and use of models will benefit from the wide-ranging sessions.  All levels of technical background are welcome.  

 

Further information will be availabe in due course.

Event sponsors

Bolton Associates Search and Selection logo
Time Session
08.45 - 09.10 Registration and Refreshments
09.10 - 09.15

Chair’s Introduction 
Andrzej Czernuszewicz

09.15 - 10.00

Regulatory Update

Speaker: James Orr, PRA

10.00 - 10.45

Model Validation

Speaker: Richard Rodriguez, Lloyd’s of London

10.45 - 11.00 Morning Refreshments
11.00 - 11.45

Managing Key- Person Risk

Speaker: Simon Margetts

11.45 - 12.30

Driver Based Dependencies

Speaker: Tom Durkin,LCP

12.30 - 13.30 Lunch
13.30 - 14.15

Model Parameterisation  - Individual Claims Reserving Risk

Speaker: Richard Redding, Starstone

14.15 - 15.00

PPOs - Market Solutions and Capital Implications

Speakers: Peter Saunders, Swiss Re, Miriam Lo, Marcuson Consulting and Frank Chacko, British Gas Insurance

15.00 - 15.15 Afternoon Refreshments
15.15 - 16.00

Performance Management:  for Insurance and Investment Risks

Speakers: Jonathan Bilbul and Laurence Dunkling, AIG

16.00 - 16.45

Getting Value from an Internal Model

Speaker: Jack May, MS Amlin

16.45 - 17.30

New Opportunities for Capital Management Under Solvency II

Speaker: Markus Gesmann, Vario Partners

17.30 - 17.35 Chair's Closing Remarks
17.35 - 18.30 Drinks Reception

 

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Location

Address

Staple Inn Hall
High Holborn
LondoN
WC1V 7QJ

Nearest Public Transport

Chancery Lane