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It was a great discussion at this year’s ERM Congress this past week in New York City. It isn’t every day when you are able to sit down and get the attention from enterprise risk managers at the many different buy-side and sell-side firms. There were a lot of great sessions and interesting debates on the issues most impacting risk teams. Break-out sessions over the two days at the event included

The 10th annual Equity-Based Insurance Guarantees conference took place on Nov 17-18 in Chicago. Over 200 senior risk managers and actuaries from leading life insurance companies gathered to discuss how to better quantify, monitor and manage the complex risks underlying variable annuity (VA) and fixed indexed annuity (FIA) products. Equity-based guarantee products (VAs, FIAs, etc.) in North

FINCAD’s Director of Analytics, Dr. Tony Webb, shared a few thoughts on risk as a panel speaker at this year’s EZESOFT client conference. The panel discussion focused on OTC derivatives risk from a regulatory, market, and valuation perspective. Below are some key points from the session from a buy-side perspective. Due to regulation many funds have been increasingly concerned with risk process

CFP hosted Quant Risk Management Congress in London at the start of October. The event brought together both speakers and attendees from the Bank of England and Tier 1 banks including HSBC, Credit Suisse, Barclays and Lloyds to discuss the impact of regulations on quantitative risk management. This is certainly an area that is top of mind as many financial regulations are now reaching their

It isn't new to hear life insurers talking about Solvency requirements in Europe and Latin America, but recent updates, such as the Solvency II Directive Delegated Act, upcoming internal model approvals, and early 2016 implementation deadlines are now the forefront of many management team discussions, globally. One important aspect for insurers is understanding the impact the Solvency II Directive