The surge in interest rates over the past few years presents opportunities for life insurers to enhance their Asset and Liability Management (ALM) positions through asset rebalancing to narrow the duration gap and secure higher risk-adjusted yields.
This webcast introduces a robust, efficient and readily-executable, liability-driven strategic asset allocation (SAA) framework and implementation considerations. At the conclusion of the webcast, attendees will learn about the key objectives and practical considerations for a successful SAA.
Presenter(s)
Seong-Weon Park, FSA, MAAA
Senior Principal
Oliver Wyman
Gautam Devarashetty, FSA, CERA, FCIA
Oliver Wyman
Joy Chen, FSA, CERA, MAAA
Principal
Oliver Wyman
Ruian Chen, FSA, CERA
Analyst
Oliver Wyman
Moderator(s)
Cole Bloom, ASA
Quantitative Analyst
Chatham Financial