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ALM & Asset Management Managing Insurance Assets Under Solvency II 26-28 September, 2011 - London, United Kingdom
Assessing the full impact of Solvency II on the management of insurance companies' assets

With the upcoming 2013 deadline for Solvency II on the horizon, there remains a significant final push to ensure insurance companies are compliant with the regulation. The actuarial side is well understood but generally there has been less focus on the implications for asset management. The challenges of Solvency II will not only affect insurance companies but will also affect the asset managers. The strategies of investing in assets will have to be reviewed and may change the approach for insurers managing their portfolios.

This conference offers a unique opportunity for insurance companies and asset managers to engage and discuss the implications of Solvency II. Focus will be on how the three pillars of Solvency II impact on the management of insurance companies’ assets. What does the future hold in the asset management industry for insurers?

Key conference topics:
  • Solvency II: ‘It’s not just for actuaries’
  • Panel Discussion: Will Solvency II fundamentally change the asset management industry?
  • ‘The New Normal’ in Insurance Asset Management
  • The Devil is in the detail: Pillars II and III external data for internal models
  • Solvency II for asset management: The regulator’s view
Key conference features:
  • Understand the implications of Solvency II for asset management
  • Diversify your portfolio to meet the challenges of Solvency II
  • Learn of new developments in the industry to assist in the implementation of Solvency II
  • Obtain practical insights into developing a successful internal model
  • See how implementing Solvency II can be beneficial for your asset management business
  • Effectively plan a successful risk reward strategy
At the event, as part of the session on "Applying the 3 Pillars in your Business", Noël Amenc, Director, and Romain Deguest, Senior Research Engineer, at EDHEC-Risk Institute will be conducting a presentation entitled "Solvency II benchmarks: How to introduce dynamic equity risk management in the context of Solvency II", in which they will examine the following topics:
  • Static versus dynamic equity risk management
  • Dynamic risk management and the partial internal model
  • Application with Solvency II risk management benchmarks
Event Details
  When   Between 26/09/2011 08:30 AM and 28/09/2011 12:00 PM
Where   London, United Kingdom (venue to be confirmed)
Contact Details
  Name   Sandheep Sondhi
E-mail   SandheepS@marcusevansuk.com
Phone   +44 (0) 20 3002 3315
  Full programme