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Solvency II for Life Actuaries: From Measurement to Management

Thursday 15 September 2016 09:00 - 17:15

A varied programme that looks at Solvency II and what it means in terms of balance sheet management rather than just measurement of the liabilities. There are also the added uncertainties in light of Brexit to think of.

Who should attend:

Any actuary with a strategic or practical interest in Solvency II:

  • Current disclosures
  • Update on illiquid assets from the PRA
  • Brexit and other legal issues 
  • Legal issues
  • Capital management
  • The risk margin and interest rate risk management
  • The ORSA
  • Asset modelling and structuring

Event organiser

Contact Waleed Soliman for more information.

Waleed.Soliman@actuaries.org.uk

020 7632 1476

9.00 - 9.30 Registration and refreshments
9.30 - 9.40

Welcome from chair

Dick Rae,  BMO Global Asset Management 

9.40- 10.25

Solvency II – what companies are disclosing

David Honour, KPMG LLP 

10.25- 11.10

Liquid assets : measurement to management

Elliott Varnell, PRA

11.10 - 11.30 Refreshments
11.30 - 12.15

Brexit and other legal uncertainties

Beth Dobson, Slaughter & May 

12.15 - 13.00

Restructuring assets within Application quicksand

Gareth Mee, Ernst & Young LLP and Scott Robertson, The Phoenix Group

13.00 - 13.50 Lunch
13.50 - 14.35

Managing interest rate risk on the Solvency II balance sheet

Emily Penn, LV=

14.35 - 15.20

Being both ’Street Smart’ and ‘Book Smart’: A banker's perspective for optimising your capital base

Carolyn Rajaratnam, ING Bank NV

15.20 - 15.40 Refreshments
15.40 - 16.25

Modelling assets in a Solvency II world - more complex than liability valuations?

Christopher Critchlow, OAC Director and Consultant Actuary 

16.25 - 17.10

ORSA: Where are we at the end of the first year?

Matthew Murphy and Brent Smith, KPMG

17.10  Close

 

Location

Address

Staple Inn Hall, High Holborn, London, WC1V 7QJ

Nearest Public Transport

Staple Inn is best approached from the south side exit of Chancery Lane tube station on the Central Line. Bus routes include numbers: 8, 17, 242, 25, 45, 341, 243, 501, 521.