Investment products in an ultra-low interest rates environment
19 & 20 March 2013
***** DO NOT ENTER ANYTHING HERE OR REMOVE THIS BLOCK. THIS IS A HACK TO USE STYLESHEET TO CONTROL THE LAYOUT ****
- Definitive overview of significant regulatory challenges
- A clear understanding of the impact of Solvency II capital requirement on the VA book
- Reviewing sources of risk including market risk and hedging
- Develop a best-practice approach to sustainable product design
- Gain experience in incorporating risk management into product design
- Understand the key risk management considerations for variable annuities.
- Review current developments in the European & global VA market.
- Receive a definitive overview of supervisory standards and regulation.
- Expert led interactive workshop focused on integrating risk management into product design.
- Consider the impact of the proposed Solvency II capital requirements.
- What product should be offered in an environment of ultra-low interest rates?
Chair: Dr Olga Ruf-Fiedler, Senior Executive Consultant, New Re
Neil Dissanayake, Senior Risk Manager and Trader, Milliman
Jairo Londono, Life Insurance Supervision Department, Central Bank of Ireland
Dr. Günter Schwarz, Financial Solutions Life, Munich Re Group
Toshihiro Kawano, Chief Actuary, AEGON Sony Life Insurance Co. Ltd
Rory Wallace, Hedging Analytics Manager, Generali PanEurope
Laurent Bourlard, Chief Executive Officer, AXA Hedging Services
Renaud Caillet, Global Head of Structuring Europe & Asia
AXA Hedging Services
Prof. M A H Dempster, Centre for Financial Research, University of Cambridge & Cambridge Systems Associates Limited, Cambridge UK