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Asset Liability Management Seminar (ALM)–Phoenix Presentation Handouts
Below you will find presentations from various sessions at the ALM Seminar in Phoenix held on December 6-7, 2007. Please note that some have multiple
presentations from different authors/presenters and that some are not available.
- Thursday, December 6, 2007
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- 13:15
- (Pension) Implementing an LDI Framework
- Moderator: Gordon Latter, Merrill Lynch
- Presenters: Bryan Boudreau, Lehman Brothers;
Sean McShea, Ryan Labs
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- (Insurance) Integrating Economic Capital and ALM
- Moderator: Charles Gilbert, Nexus Risk Management
- Presenter: Gary Hatfield, Securian Financial Group
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- 14:45
- (General) Liability-Driven Benchmarking
- Moderator: Charles Gilbert, Nexus Risk Management
- Presenters: Gary Hatfield, Securian Financial Group;
Gordon Latter, Merrill Lynch
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- 16:15
- (General/Pension) Portable Alpha / Overlay Strategies
- Moderator: Bryan Boudreau, Lehman Brothers
- Presenter: Rick Jackson, Deutsche Asset Management
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- (General/Insurance) Conquering Risk with Reinsurance, Securitisation and Derivatives
- Moderator: Charles Gilbert, Nexus Risk Management
- Presenter: K Ravindran, Annuity Systems Inc.
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- Friday, December 7, 2007
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- 8:30
- (General) Asset Management within an ALM Framework
- Moderator: Charles Gilbert, Nexus Risk Management
- Presenters: Charles Gilbert, Nexus Risk Management; Rick Jackson, Deutsche Asset Management
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- 10:15
- (General) A Modern Finance Approach to ERM (with a footnote on Pensions)
- Moderator: Charles Gilbert, Nexus Risk Management
- Presenter: Jeremy Gold, Jeremy Gold Pensions
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- 13:00
- (Pension) Strategies for Managing Inflation and Longevity Risk
- Moderator: Jeremy Gold, Jeremy Gold Pensions
- Presenter: Bryan Boudreau, Lehman Brothers
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- (Insurance) Credit Risk Management
- Moderator: Charles Gilbert, Nexus Risk Management
- Presenter: Christopher Myers, Standard & Poor's
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- 14:30
- (General) Ask the Experts
- Moderator: Charles Gilbert, Nexus Risk Management
- Presenter: Bryan Boudreau, Lehman Brothers; Jeremy Gold, Jeremy Gold Pensions; Gary Hatfield, Securian Financial Group; Rick Jackson, Deutsche Asset Management; Gordon Latter, Merrill Lynch; Christopher Myers, Standard & Poor's; K Ravindran, Annuity Systems Inc.
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