Details

Generating solid investment returns in the current climate is no easy feat. Factors such as stringent regulations, high operating costs and rigorous competition are making it harder for insurers to be profitable. Renowned industry guest speakers will deliver insight into overcoming these and other relevant challenges.

Specific topics include:

• Dynamic Hedging and Capital Requirements under Solvency II: Hear how management decisions, investment optimisation and hedging strategies can be tailored to optimise capital management and profitability under Solvency II.
• Internal Models and the PRA: Internal model approval remains a thorny issue for many UK insurers. Whilst some have managed to obtain full or partial approval, for others it remains costly and process-prohibitive to do so. Learn how to hone your approach to internal model approval as it relates to the PRA.
• Portfolio Management in the Solvency II Era: ALM for insurers is multi-faceted with a myriad of overlapping concerns. Portfolio managers must comply with Solvency II reporting, maximise value for shareholders and deliver capital optimisation. Our panel will deliberate on proven methods that improve outcomes.

Speakers

Erik Vynckier, Board Member, Foresters Friendly Society
Erik is a renowned and expert speaker on the UK and global Insurance industry. He has held roles as Chief Investment Officer (Insurance) at AllianceBernstein, Investment Director at SWIP and is currently on the board at Foresters Friendly Society. Erik graduated as Chemical Engineer at Universiteit Gent (Belgium) and completed his MBA at London Business School.

Wojciech Herschel, FIA, Insurance ALM Director, Schroders
Wojciech is an Insurance ALM Director at Schroders, responsible for developing investment solutions for insurance clients globally. His 17-year experience spans asset management, fixed income structuring and capital modelling. Wojciech is a Fellow of the Institute of Actuaries and a member of the Private Credit for Insurers Working Party. He has a MSc qualification from Warsaw School of Economics.

Gareth Sutcliffe, Executive Director EMEA Insurance Risk and Actuarial Services, E&Y
Gareth is EY’s UK Lead for Investment Advisory services. In this role, Gareth provides institutional investors and asset management clients with support, predominantly in the insurance and pensions sector. He is a qualified actuary with 16 years of experience ranging across investment strategy, treasury, private equity, ALM and transactions.

Edvard Sjögren, Partner, Kidbrooke Advisory
Edvard Sjögren is a partner at Kidbrooke Advisory, a boutique consulting firm specializing in quantitative methods for measuring and managing risk. He has broad international experience of the financial industry and a number of regulatory frameworks relating to banking and insurance. His recent focus at Kidbrooke Advisory has been on regulatory compliance under IDD and risk model development in the context of MiFID II and Solvency II.

Prasun Mathur, Head of Shareholder Investments, UK & Ireland Life, Aviva
Prasun joined Aviva in October 2016, where he is responsible for leading the development and implementation of investment strategy for the UK shareholder business, including the £55bn annuity book. Prior to joining Aviva, he headed up ALM strategy for Phoenix, and supported M&A transactions including the Abbey Life and AXA Sun Life deals completed in 2016. Prasun has over eight years of experience in insurance ALM, investment strategy and new product development. Prior to joining Phoenix, Prasun worked for Standard Life and HSBC. Prasun holds a 5 year Masters in Math and Computing from Indian Institute of Technology Delhi and an M.B.A. from the Indian Institute of Management Bangalore.