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 |
Event Papers
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.