Asset Liability Management Seminar (ALM)–Singapore

Below you will find presentations from various sessions at the ALM Seminar in Singapore held on September 6–7, 2007. Please note that some have multiple presentations from different authors/presenters and that some are not available.

• Thursday, Sept. 6, 2007
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• 13:15
• Risk Budgeting
• Moderator: Charles Gilbert, Nexus Risk Management
• Presenters: Kahfai Kok, RiskMetrics Inc.
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• 14:45
• Asset Management within an ALM Framework
• Moderator: Charles Gilbert, Nexus Risk Management
• Presenters: Charles Gilbert, Nexus Risk Management; Paul Carrett, Goldman Sachs (The SOA is awaiting permission to post this presenter's handout)
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• 16:30
• Integrating Economic Capital and ALM
• Moderator: Charles Gilbert, Nexus Risk Management
• Presenters: Wendy Fu, Tillinghast–Towers Perrin, Emily Papworth, Tillinghast–Towers Perrin
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• Thursday, Sept. 7, 2007
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• 10:15
• Solvency II
• Moderator: Charles Gilbert, Nexus Risk Management
• Presenters: Simon Walpole, Deloitte
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• 13:00
• Credit Risk Management
• Moderator: Charles Gilbert, Nexus Risk Management
• Presenters: Christopher Carey, Standard & Poor's Risk Solutions
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• 14:30
• Conquering Risk with Reinsurance, Securitisation and Derivatives
• Moderator: Charles Gilbert, Nexus Risk Management
• Presenters: K. Ravindran, Annuity Systems Inc.; Paul Carrett, Goldman Sachs (The SOA is awaiting permission to post this presenter's handout)
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