[Skip to content]

Sign up for our daily newsletter
The Actuary The magazine of the Institute & Faculty of Actuaries

Annual Conference programme announced

This year’s Annual Conference offers an exciting and varied programme. The keynote speakers are Eddie Truell, of the Pension Corporation, who will be discussing Modern Approaches to Financing Pension Commitments, and Martin Weale, of the National Institute of Economic and Social Research, who will deliver a speech on Annuities and Aggregate Mortality Risk: Mountains out of Molehills?

Subjects for the plenaries and break-outs include:

>> How Valuable is Liquidity? Paul Stanworth
>> Taking Account of Liquidity in Valuation Seamus Creedon
>> How Much of Hedge Fund Returns are Market-related? Robert Howie and Dr Lars Jaeger
>> Influences of Regulation on Structure and Extent of Property Investment Simon Jones
>> Ancillary and Residual Risks in VAs James Maher n Coping with Extreme Events: Using Copulas and other Co-movement Analysis Tools in Investment Management and Risk Management Malcolm Kemp
>> DB Pension Scheme Planning and Long-term Inflation Jon Spain
>> What do Ratings Really Mean for Investment? Richard Hunter
>> Controlling the Growth of Your Hedge Stuart Jarvis
>> Longevity Hedging Lukas Steyn
>> Swaps and Swaptions Viktor Mirkin
>> Asset Liability Management — Optimisation in Finite Time Adrian Lawrence
>> Commodities: A Strategic Asset Allocation? John McManus
>> The Market Value of Pension Liabilities David Cule
>> Complexity Economics — Application and Relevance to Actuarial Work Andrew Slater and Nick Silver
>> Tests for Investment Risks — Model Assumptions Ralph Frankland and Andrew Smith
>> Classification of Investors as Providers of Capital Cormac Bradley
>> GIRO Securitisation of P&C Insurance Working Party Update Graham Fulcher
>> Life Securitisation – Learning from the US and the Property and Casualty Sectors Michael Eakins.

Academic contributions include Economic Capital Models for Basel II, Pillar II by Alexander McNeil. Updates on current research include presentations on Liquidity Risk and the Credit Crunch by William Perraudin, Imperial, Tanaka Business School and Risk Management Laboratory, and Catastrophe Risk Financing under Changes in Hurricane Activity by Andreas Milidonis, Centre for the Analysis of Investment Risk, Manchester Business School.

The conference will take place from 15-17 June at the Hilton Deansgate, Manchester. For more details or to book a place, please visit wam.actuaries.org.uk/wam/ConfBooking.exe