|
Investment Symposium
Below you will find handouts for the Investment Symposium, held March 2009, in New York, NY. Please note that some sessions have multiple handouts from different authors/presenters.
Final Program 
- General Session–The Economic Roller Coaster Ride of 2008
- Moderator: Mark Abbott, Guardian Life
- Presenter: Jack Malvey, Barclays Capital
-
- Concurrent Sessions 1
- A1–Longevity and Mortality Investing–Managing Both Sides of Life Span Risk
- Moderator: Jingsu Pu, Swiss Re Financial Markets
- Presenters: Scott Hawkins, Conning Research & Consulting; Antony Mott, ICAP Capital Markets LLC; Stuart Silverman, Milliman, USA
-
- F1–Trends in VA Product Development and Hedging Strategy
- Moderator: Ross Bowen, Phoenix Wealth Management
- Presenters: Niaz Haider, HSBC; Peter Sun, Milliman; Carl Mason, BNP Paribas EQD; Rajesh Bhandula, BNP Paribas EQD
-
- I1–Pension Plan Buyouts–Reality, Risks and Opportunities?
- Moderator: Josee Deroy, HSBC Bank USA
- Presenters: Paul Kitson, Watson Wyatt; Igor Balevich, Barclays Capital
-
- Concurrent Sessions 2
- A2–Inflation: Old Economic Factor, New Financial Derivative
- Moderator: Nicola Barrett, Peachtree Settlement Company
- Presenters: Michael Ashton, Natixis; Alberto Brondola, Barclays Capital
-
- F2–Dynamics of a Volatile Market
- Moderator: TBD
- Presenter: Naveed Choudri, Credit Suisse; David Hopewell, AEGON Insurance Group
-
- I2–Quantitative Strategic Asset Allocation in Action
- Moderator: Daniel Hui, AIG
- Presenters: John Mulvey, Princeton University; Kurt Winkelmann, Goldman Sachs
-
- Keynote Luncheon–The State of the Street
- Moderator: Nicola Barrett, Peachtree Settlement Funding
- Presenter: Aaron Brown, AQR Capital Management
-
- Concurrent Sessions 3
- A3–The 700 Billion Dollar Question: How much are Mortgage Securities Worth?
- Moderator: Daniel Hui, AIG ERM Quantitative Analysis
- Presenters: Manoj Singh, Freddie Mac; Tom Ho, Thomas Ho Company; Navin Sharma, OppenheimerFunds Inc.
-
- F3–Measuring Risk: Considerations for Stress Testing and Credit Valuation Adjustments
- Moderator: Bruce Rosner, Ernst & Young
- Presenters: Gregg Berman, RiskMetrics Group; Qingji Yang, Ernst & Young
-
- I3–The Challenges of Managing an Insurer's Investment Portfolio Program
- Moderator/Presenter: Ken Griffin, Conning
- Presenters: Kurt Karl, Swiss Re; Sundeep Wadhwa, Conning Asset Management
-
- Concurrent Sessions 4
- A4–Real Estate Derivatives
- Moderator: Matt Halperin, TIAA-CREF
- Presenter: Akiva Dickstein, Bloomberg
-
- F4–The Future of Securities Lending
- Moderator: Nicola Barrett, Peachtree Settlement Funding
- Presenters: Jeff Kearny, Mercer; Peter Bassler, eSecLending
-
- I4–Liability–Driven Investing: From Thought to Implementation
- Moderator: Josee Deroy, HSBC Bank USA
- Presenters: Aaron Meder, UBS Global Asset Management; Eric Palley, BNP P aribas Securities Corp
-
- Concurrent Sessions 5
- A5–Life Settlements–Investing in Physical Assets, Synthetics & Swaps
- Moderator: Nicola Barrett, Peachtree Settlement Funding
- Presenters: Brian Tijan, Credit Suisse; David Weinsier, Towers Perrin; Ellen Gardner, Deutsche Bank
-
- F5–Modeling Financial Market Risks
- Moderator: Ross Bowen, Phoenix Life Insurance Company
- Presenters: Edward Perry, Phoenix Life Insurance Company; Tony Dardis, Barrie & Hibbert Inc; Craig Turnbull, Barrie & Hibbert Inc.
-
- I5–Investment Strategies in a World of Uncertainty
- Moderator: Bogdan Ianev, Credit Suisse
- Presenters: Doug Healy, Credit Suisse
-
- Concurrent Sessions 6
- A6–Securitization of Exotic Assets
- Moderator: Nicola Barrett, Peachtree Asset Management
- Presenter: Jason Sutherland, Peachtree Asset Management; Boris Ziser, Strook and Strook and Lavan
-
- F6–Accounting Considerations for Insurance Companies
- Moderator: Bogdan Ianev, Credit Suisse
- Presenters: Tara Hansen, Ernst & Young LLP; Michael Lockerman, PricewaterhouseCoopers LLP
-
- I6–Insurance Company Investing–Where are We Today?
- Moderator: Ken Griffin, Conning
- Presenter: Ellen Cooper, Goldman Sachs Asset Management; Greg Smith, Conning
-
- Concurrent Sessions 7
- A7–Insurance Linked Securities–Cat Bonds and Weather Derivatives
- Moderator/Presenter: Jingsu Pu, Swiss Re Financial Markets
- Presenters: Vivek Pawale, Galileo Weather Risk Management; William Dubinsky, Swiss Re Financial Markets
-
- F7–Replicating Portfolios: Applications in Insurance and Investment
- Moderator: Bruce Rosner, Ernst & Young
- Presenters: Curt Burmeister, Algorithmics; Scott Underberg, Ernst & Young LLP; Takeko Uemoto, Ernst & Young LLP
-
- I7–The Financial Crisis: Lessons Learned and Future Implications–A Socratic dialogue
- Moderator: Robert Wolf, Society of Actuaries
- Presenter: Oakley E. Van Slyke, Oakley E. Van Slyke, Inc.; Louise A. Francis, Francis Analytics & Actuarial Data Mining Inc.; Gary Venter, Guy Carpenter & Co. LLC
-
- Keynote Luncheon–An Investment Strategy for the Future
- Moderator: Mark Abbott, Guardian Life
- Presenter: Martin Klein, Barclays Capital
|
|
|