Product Development Symposium June 26, 2007 Includes a discussion of: 1. Equity Index Annuities 2. Market Risk Dimensions for equity indexed annuities and variable annuities with guaranteed benefits 3. Cultivating Product Diversity to reduce aggregate risk 4. Hedging 5. Going Naked

This is a presentation from the 2009 ERM Symposium 4/29-5/1/2009 Concurrent Sessions R-Research. The 2009 ERM Symposium seeks to offer diverse views and, to that end, the research track will present research from the academic community. Authors will present their research, and an industry discussant will remark on how the research may be applied in practice. Questions and comments from the audience will be encouraged to stimulate the discussion. PRMIA and ERM International Institute are jointly serving as scientific organizers of the research track.

There are two presentations from the 2009 ERM Symposium 4/29-5/1/2009 Concurrent Sessions RI-Risk ID. The current market conditions increased the risks of mispricing and rogue trading faced by banks, insurance companies and investment firms. This presentation will provide insight into the factors that drive these risks. Special attention will be given to techniques and remedies used by financial institutions to mitigate the risks.

A VaR model of an investment cycle: attributing returns and performance. This paper extends the vast body of research literature on financial modeling to business control. Though important to business management, this area is often ignored by the field of financial research. The author also recommends that VaR not be confined to merely assessing the risk of a single portfolio or a trading floor, but be applied to an entire investment cycle for the purposes of risk management.

Feature article discussing the PBGC’s asset reallocation plan.

There are two presentations from Global Best Practices in ERM for Insurers and Reinsurers Webcast 12/1/2009. The agenda of first presentation includes AEGON Context, Market Consistent Financial Reporting Paradigms and Some Economic Capital Basics. The sencond presentation includes Risk Information vs Risk Decisions, Risk Components, Classification of Risk, Building a Risk Map and Conclusion: Aims of Risk Management.

Here are two presentations from Global Best Practices in ERM for Insurers and Reinsurers Webcast 12/1/2009 Session 3. This session will focus on the processes associated with designing, calibrating, validating and updating of internal models based on bringing new information and intelligence as they arise.

Here are two presentations from Global Best Practices in ERM for Insurers and Reinsurers Webcast 12/1/2009 Session 3. This session will focus on the processes associated with designing, calibrating, validating and updating of internal models based on bringing new information and intelligence as they arise.

Here are two presentations from Global Best Practices in ERM for Insurers and Reinsurers Webcast 12/1/2009 Session 3. This session will focus on the processes associated with designing, calibrating, validating and updating of internal models based on bringing new information and intelligence as they arise.

These are the presentations from the 2010 ERM Symposium 4/12-4/15/2010 Seminar 3. Gain insight from experts in banking, as well as life and casualty insurance, as they share current ERM best practices. Various regulatory entities have encouraged bankers to use company-driven ERM models for financial and nonfinancial risks to determine required regulatory capital. Insurers are using principle-based approaches to develop similar economic-based reserve and capital requirements unique to their business model. ERM implementation is a key component when optimizing results relative to risks taken.