Program: 16 November 2016

08:15am Registration and refreshments


Rob Mannix, Editor, Asset Management, RISK.NET


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09:00am KEYNOTE ADDRESS: Charting the road ahead - what does 2017 have in store for the North American insurance industry?

09:30am REGULATORY PANEL DISCUSSION: Regulatory challenges and global regulatory convergence

  • What are the federal and state regulator's main priorities and objectives in the current uncertain economic environment?
  • Working together or apart? Examining the federal and state regulatory mandates
  • Understanding principle- based reserving (PBR) and risk-based capital requirements and their importance
  • Concerns over annuities and how they are sold
  • Shadow insurance
    • Changes in regulation that preceded- Regulation AXXX and the increased capital reserves needed under the regulation
    • Effect of shadow insurance on financial risk and expected loss

*Audience Q&A
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10:15am IN CONVERSATION WITH: Systemic risk in insurance - the basics, implications, stumbling blocks and outlook

  • Looking at the key IAIS initiatives and their timelines:
    • ComFrame
    • Global Capital Standards
  • Evaluating FSOC's designation process for a domestic Sifi and the FSB and IAIS designation process for G-Sii
  • Has ICS ComFrame for IAIGs and G-SIIs left GCS dead in the water?
  • What knock on effects will the Metlife case have on systemic risk?

*Audience Q&A
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10:45am CRO PANEL: The emerging risks that keep you up at night

  • Internal and external communication-
    • What are the main risks that you are communicating to your CEO?
    • How do CROs deal with the internal management team?
    • How they translate it to a general discussion with regulators?
  • Evaluating emerging risks
    • How did your stress tests for Brexit hold up?
  • What are the key priorities going forward?

*Audience Q&A
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11:15am Morning break and opportunity to network


STREAM 1: Risk Management

STREAM 2: Asset and Liability Management






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PANEL DISCUSSION: Variable annuities

  • Looking at the growing demand for minimum-return guarantees in variable annuity products
  • Evaluating challenges for both valuation and risk management
  • How are Sifi rules impacting annuities?


PANEL DISCUSSION: Negative interest rate modelling

  • If rates stay such for so long what happens to companies with guarantees? Will they start haemorrhaging cash?
  • How do insurance companies incorporate negative interest rates into risk models?
  • What are vendors doing to model negative interest rates in their ERM and ALM systems?

PANEL DISCUSSION: Examining liquidity risk for U.S insurers

  • What are the possible sources of liquidity risk? Will the increasing use of different illiquid assets give rise to more liquidity risk?
  • Liquidity risk management and risk reduction techniques

1:20pm Lunch and networking break


STRATEGY LAB: Insurance market disruption- Big data, data analytics and predictive analytics

  • How to keep up with the growing demands for quicker and more detailed risk intelligence, based on the processing of ever-growing volumes of data
  • How can data be controlled, efficiently delivered and kept transparent and auditable?
  • Why is big data being considered a threat to the industry?

PRESENTATION: Modelling illiquid assets

  • Structural challenges for alternative investing strategies
  • What kind of due diligence is needed for assets that can become structurally complex?


PRESENTATION: Gearing up for a cyber attack

  • Evaluating business resilience to a cyber-attack and its preparedness
  • Simulating a major attack without bringing operations down
  • What are the biggest threats and cyber risk mitigation

 PRESENTATION: The inversion of the swap curve vs the US treasury curve

  • Consequences of the negative swap rate relationship to underlying Treasury yields
  • How do insurance companies hedge long term liabilities?
  • Hedging credit problems?




3:25pm Afternoon coffee and networking break

3:55pm IN CONVERSATION WITH: Enterprise Risk Management (ERM) and Own Risk and Solvency Assessment (ORSA) - Linking the engine room and the boardroom

  • How to embed risk culture into the whole organisation
  • How to model assets and liabilities together using ERM
  • ORSA more than just a reporting requirement-
    • Highlighting the key learnings from dealing with regulators?
    • How ORSA can help group capital
    • What are the major benefits from the company having done the report?

4:25pm ALL-STAR PANEL: Stress testing in the North American insurance industry

  • What is an organisations current stress testing process?
    • Who is responsible? And how is it performed?
  • What are regulators asking for?
  • Scenarios and scenario creation
    • Generating scenarios for emerging risks
  • How can ERM be used in stress testing?
  • What's been your experience stress testing e.g. Brexit?

*Audience Q&A
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5:30pm Networking drinks reception


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