ARC student Paul van Loon wins a best paper prize at International Congress of Actuaries

Paul’s paper, ‘Towards Quantifying Liquidity Premia on Corporate Bonds’, focuses on liquidity risk on corporate bonds, a topic which has been high on the agenda of Solvency II regulators in recent years. His preliminary findings were presented at the ICA, receiving a prize of $1,000.

Paul’s PhD is funded by Partnership and forms part of the IFoA’s Actuarial Research Centre, which seeks to deliver high quality research that is relevant to industry practitioners. Studying at Heriot Watt University, he is now in the second year of his PhD.

Members will be able to hear more on Paul’s research in one of the workshop sessions at the IFoA’s Risk and Investment Conference in June.

The ICA is held every four years as a function of the International Actuarial Association and welcomes actuaries from all disciplines to learn about the latest ideas, interact with their fellow actuaries through educational and social events and network with actuaries from countries and cultures around the world.

~ENDS~

For further comment, or to answer any questions that you may have please contact Karen Wagg at the IFoA on 077 255 58 551

Editorial notes:

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