2021 Derivatives Webcast Series

Please note your purchase includes all of the webcasts in the series. If you register after the series has begun, you will receive the recordings from the webcasts that you may have missed.

Derivatives: Trends and Applications in Insurance and Pensions Webcast
Webcast Date: March 11, 2021 
Webcast Time: 12:00 -1:15 p.m. ET
Moderator: Alexander Pekker, ASA, CFA, Ph.D.
Presenters: Steve Castleton, CPA; David Murad, ASA, CFA, CERA
EA Credit: 1.50 Non-Core

Listen in as two industry experts discuss the derivative trends and applications impacting the insurance and pension hedging industries.
As the first of a three-part webcast series, this informative conversation will focus on two key topics:
• Insurance companies and interest rate programs, including:
  o Best practices
  o Operational and practical considerations
  o Hedge accounting applications
• Liability-driven investing for pension plans, including:
  o Purpose, history and implementation
  o Pros and cons of different derivative strategies
  o Explanation of tail-risk hedging and rebalancing considerations with an LDI program

Topics in Derivatives: Impacts of Market Changes Webcast
Webcast Date: March 23, 2021 
Webcast Time: 12:00 -1:15 p.m. ET
Moderator: James Kosinski, FSA, MAAA
Presenters: Clayton Cutler; John Hutchinson, Ph.D.

Throughout this webcast, two experts in derivatives will discuss topical changes in derivatives markets and their impact to practitioners in risk management. During the second portion of a three-part webcast series, the presenters will cover the following:
• Changes to over the counter (OTC) initial margin requirements
• How the OTC requirements affect liquidity and risk management decisions.
• The Implications of an end to London Inter-bank Offered Rate (LIBOR)
• The impact of transitioning to Secured Overnight Financing Rate (SOFR) and other indexes from a legal, practical, and modeling perspective

Longevity and Mortality Linked Derivatives Webcast 
Webcast Date: April 23, 2021 
Webcast Time: 12:00 -1:15 p.m. ET
Moderator: Cole Bloom, ASA
Presenters: Alain Belanger, Ph.D; Christian Robert, FSA, FCIA, CFA
EA Credit: 1.50 Non-Core

Longevity risk has grown increasingly important due to a low rate environment along with limited upside potential for appealing.  During the concluding webcast of the three-part series, you will find out about interesting results towards the development of capital market solutions in the mitigation of longevity or mortality risk.