Pre-Conference Workshops
Conference Day 1 | Conference Day 2 | Pre-Conference | Post Conference
| WORKSHOPS | 30 APRIL 2009 |
|---|---|
| Workshop F: 09:00 - 11:30 |
Understanding the True Cost of Capital What is the true cost of capitalizing your organization’s growth? Learn about capital alternatives available to insurance companies and their impact on the financial condition and performance of the company, including deciding which form of capital to issue. • Regulatory Capital • Industry Capitalization |
| Workshop E: 12:00 - 14:30 |
Mastering Technical ALM: Asset and Liability Tools Attending this workshop will provide you with the traditional skills and tools you will need to identify measure and manage risk as well as up-to-date developments in risk measurement with emphasis on the management and control of risk with asset and liability tools at your disposal. • The ALM problem • Desires of Stakeholders • Duration Gaps • Availability of Assets, Asset Tools • Availability of Liabilities, Liabilities Tools • Case Studies Sumit Narayanan & Mark Godson Ernst & Young Risk Advisory Services |
| Workshop C: 15:00 - 17:30 |
ALM Model Stress Testing Knowing how your ALM modelling assumptions influence your earnings-and value-at-risk measures is critical to maintaining a proactive balance sheet management process. Find out more about stress testing techniques, scenarios and reporting that can lead to a more effective decision-making process • Identifying the key assumptions that most influence results • The importance of assumption validation • Quantifying the impact of prepayments, call/put options • Use of alternative non-maturity deposit assumptions • Avoiding the analysis paralysis trap Ser Sze Puah, Practice Leader Investment Consulting Watson Wyatt Worldwide |
