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Joint CIA, IFoA, SOA Webcast: Measuring Pension Plan Risk from an Economic Capital Perspective

Wednesday 15 May 2019 16:00 - 17:30

Jointly sponsored by the Institute and Faculty of Actuaries, Society of Actuaries, and CIA, this webcast will present research that compares the risk profiles of pension plans in the UK, the US, and Canada.

This webinar is eligible for CPD

At the end of this session, attendees will be able to:

  • Identify the key items that affect the financial risk of a defined benefit pension plan;
  • Compare the financial risk implications of different pension plan designs; and
  • Evaluate the impact of alternative asset mix policies on the financial risk of a pension plan.

This webcast is part of a wider international research programme, co-sponsored by the IFoA, looking into the impact ageing populations have on asset values over long time periods and considering the potential impact on large pension plans in Canada, the UK and the United States. The research is being conducted by the University of Waterloo (Canada) and the University of Kent (UK). Further details about the research can be found here.

Time: 11.00–12.30 ET/16.00–17.30 BST - To register please click on this link. IFoA members receive 100% discount - please enter code: M-IFOA during the registration process. 

Host: Chris Fievoli (FCIA), Staff Actuary, Communications and Public Affairs, Canadian Institute of Actuaries
Moderator: Catherine Gauld, Research Project Manager, Institute and Faculty of Actuaries
Speakers: Stephen Bonnar (FCIA), University of Waterloo 
Aniketh Pittea and Pradip Tapadar, School of Mathematics, Statistics & Actuarial Science, University of Kent

About the webcast

Economic capital, the 0.5th percentile result of a stochastic projection, is the primary risk measure employed. The research examines not only the difference in economic capital requirements between typical plans in the three countries, but also its sensitivity to changes in asset allocation, contributions, and starting funded status.

At the end of this session, attendees will be able to:

  • Identify the key items that affect the financial risk of a defined benefit pension plan;
  • Compare the financial risk implications of different pension plan designs; and
  • Evaluate the impact of alternative asset mix policies on the financial risk of a pension plan.

The recording of this webcast will be available within 24 hours following the live event. Register now to get access as soon as it’s available.

We will email information on how to access the webcast within 24 hours of the start time.

11.00 ET/ 16.00 BST - Webcast begins

12.30 ET/ 17.30 BST – Webcast ends

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