Panel discussion: use of analytics and technology to optimise investment and liability management strategies within the complexities of the sii framework
- What analytical requirements do insurers have to enable them to manage the balance sheet more effectively?
- To what extent are 3rd party managers and custodians delivering those requirements?
- Challenges in calibrating ALM models
- How can we better interpret the results of the internal capital model and reap the benefits of diversification
- How are shifts towards alternative asset classes managed from an internal model perspective?
- Managing interest rate risk and the risk margin
- Coping with dynamic transitional measures
- Liability streams and durations
- Tools to bring together risk management, investment management and capital management.
Panellists:
Alexandre Mincier, Global Chief Investment Officer, HSBC INSURANCE
Donald MacLeod, Chief Actuary and Head of Investments, SCOTTISH FRIENDLY ASSURANCE Ltd.
Lauri Saraste, Chief Actuary, LOCALTAPIOLA LIFE INSURANCE
Moderator: Lucas Vermeulen, Managing Director, ORTEC FINANCE