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Capital Modelling Seminar 2018

Wednesday 17 January 2018 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. 

The seminar will be followed by a networking reception sponsored by
 

Event organiser

Contact Events Team for more information.

eventmanagement@actuaries.org.uk

0207 632 1498

08.45-09.15 Registration
09.15-10.15

Plenary 1 - Speeding up your model: How to do it and the Benefits

The first half of this session reviews current and future model design patterns and assesses the effectiveness of different hardware to deliver run time performance.  The second half explains how greater speed can be translated into business benefits. 

Speaker: Sam Worthington, RPC

10.15-11.05

Plenary 2 - How Are Insurers Getting Most Value From Their Capital Modelling?

Speaker: Tom Durkin, LCP

11.05-11.25 Refreshment break 
11.25-12.15

Plenary 3 - Reserve Uncertainty - Reserving Meets Capital

The Measuring Uncertainty Qualitatively working party focuses on GI reserving (a GI ROC WP). We have produced a reserving uncertainty framework. Could this be used to help set reserve-risk parameters more accurately? Could the framework be used to help validate the capital modelling or reserve risk? We want your input.

Speakers: Keith Brown, AXA and Erin Bargate, Hiscox

12.15-13.15 Lunch 
13.15-14.05

Plenary 4 - Challenging the Norm 

Capital functions have evolved over recent years, and are yet to benefit from developments in the actuarial and technological space. We see opportunities to drive efficiency and help business gain greater value from the models and present our view of how these developments can ‘challenge the norm’ in the capital space.

Speaker: Gavin Dunkerley and Peter Dyson, KPMG

14.05-14.55

Plenary 5 - Capital Modelling in R

The session will cover an introduction to what R is and why it could be a useful tool for capital modelling actuaries. The talk discusses a number of things to bear in mind if considering using R in your work

Speaker: Buu Truong, Insight Risk Consulting

14.55-15.15 Refreshment break 
15.15-16.05

Plenary 6 - Challenges in Reviewing a Capital Model

Speakers: Adhiraj Maitra and Richard Rodriguez, Lloyd's of London

16.05-17.00

Plenary 7 - Understanding the Dynamics of Internal Models

Speaker: Dimitris Papachristou

17.00-18.00

Networking reception 

Thank you to our sponsor 

 

 

Location

Address

Staple Inn, London WC1V 7QH, UK

Nearest Public Transport

Chancery Lane