Asset Liability Management Seminar (ALM )–Prague

Below you will find presentations from various sessions at the SOA ALM Seminar in Prague, Czech Republic held on April 26-27, 2007. Please note that some have multiple presentations from different authors/presenters and that some re not available.

• Thursday, April 26, 2007 
•  
• 13:15
• Credit Risk Management
• Moderator: Charles Gilbert, Nexus Risk Management
• Presenters: Stuart Shipperlee, Standard & Poor's Risk Solutions
•  
• 14:45
• Implementing an LDI Framework/Portable Alpha
• Moderator: Jeremy Gold, Jeremy Gold Pensions
• Presenters: Alexander van Aken, Fortis Investments; Stuart Jarvis, Barclays Global Investors
•  
• 16:30
• Conquering Risk with Reinsurance, Securitization and Derivatives
• Moderator: Charles Gilbert, Nexus Risk Management
• Presenters: K. Ravindran, Annuity Systems Inc.; Jonathan Spry, Standard and Poor's
•  
• Friday, April 27, 2007
•  
• 8:30
• Strategies for Managing Inflation and Longevity Risk
• Moderator: Jeremy Gold, Jeremy Gold Pensions
• Presenters: Brice Benaben, Citigroup; Erwan Boscher, AXA Investment Managers
•  
• 10:15
• Solvency II
• Moderator: Charles Gilbert, Nexus Risk Management
• Presenters: Andrew Smith, Deloitte
•  
• 13:00
• Asset Management within an ALM Framework/Liability-Driven Benchmarks
• Moderator: Andrew Smith, Deloitte
• Presenters: Charles Gilbert, Nexus Risk Management; Stuart Jarvis, Barclays Global Investors
•  
• 14:30
• Risk Budgeting/Optimization
• Moderator: Stuart Jarvis, Barclays Global Investors
• Presenter: Jorge Mina, Risk Metrics