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
Time | Session |
08.45 - 09.10 | Registration and Refreshments |
09.10 - 09.15 |
Chair’s Introduction |
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 |
Location
Address
Staple Inn Hall
High Holborn
LondoN
WC1V 7QJ
Nearest Public Transport
Chancery Lane