Asset Liability Management Seminar (ALM) Hong Kong

Below you will find presentations from various sessions at the ALM Seminar in Hong Kong held on May 22–23, 2008. Please note that some have multiple presentations from different authors/presenters.

• Thursday, May 22, 2008  
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• 13:45
• Derivative Disasters
• Moderator: Charles Gilbert, Nexus Risk Management
• Presenters: K Ravindran, Annuity Systems Inc.
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• 15:00
• Economic Capital-Driven ALM Strategies
• Moderator: Charles Gilbert, Nexus Risk Management
• Presenters: Wendy Fu, Towers Perrin; Yew Wei Chai, ING
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• 16:30
• ALM Attribution Analysis
• Moderator: Charles Gilbert, Nexus Risk Management
• Presenters: Charles Gilbert, Nexus Risk Management; Yew Wei Chai, ING
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• Friday, May 23, 2008
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• 9:00
• Case Study: Solvency II and ALM
• Moderator: Charles Gilbert, Nexus Risk Management
• Presenters: Yew Wei Chai, ING; Soo Meng Foo, Towers Perrin
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• 10:30
• Assessing the Quality of Risk Management
• Moderator: Charles Gilbert, Nexus Risk Management
• Presenter: Paul Clarkson, Standard & Poor's
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• 11:30
• Portfolio Optimization
• Presenter: Charles Gilbert, Nexus Risk Management
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• 13:15
• Risk Budgeting
• Moderator: Charles Gilbert, Nexus Risk Management
• Presenter: Kahfai Kok, RiskMetrics
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