Description: Presenters will discuss difficulties within the new NAIC ESG, such as how the model deals with interest rate flooring and its treatment of the linkage between equity and treasury bond returns. They will also discuss the documentation and governance process surrounding the new NAIC ESG.

Description: As the industry has seen an increasing trend in asset allocations to private markets and structured credit investment over the past decade, this presentation aims to share the considerations and lessons learned from both asset manager and actuarial perspectives with regards to modeling and regulatory compliance. At the conclusion of this session, the attendees will gain an understanding of: 1. Overall industry trend in asset allocations and the underlying drivers of increasing allocation to complex assets2. The common types of complex assets, the unique characteristics and the associated challenges in pricing and performance monitoring 3. Actuarial modeling and regulatory reporting challenges and practical solutions under US and Bermuda regimes (e.g., PBR, AG53, CP2) 4. Ongoing monitoring of risks underlying complex assets

Description: Occasionally, in the financial reporting world the stars align, and insurers get the opportunity to leverage their financial results and cashflows across multiple reporting use cases. Such opportunity came about with implementation of the U.S. generally accepted accounting practices (GAAP) long-duration targeted improvements (LDTI) accounting standard, that required companies to move away from locked-in assumptions for traditional life and limited-pay products and produce best estimate liability cashflows for these business lines.

Description: Come experience an informative and invigorating webcast focused on an overview of the reinsurance market. Discover the opportunities and challenges that this market can create and how to best understand them. You can also expect investment within the reinsurance market to be a particular highlighted topic. Explore an overview of key components of asset strategies and develop a knowledge base on how to fully comprehend and shape the reinsurance business. If you're ready to elevate your understanding of reinsurance, then tune in to this webcast.

Description: In this webinar, the presenters will give a behind the scenes look at how the NAIC ESG was parameterized. They will also share the results of its most recent calibration.

Description: Explore various aspects of the Asian reinsurance market in this webcast. Learn about the landscape within the market as speakers cover key topics like product perspectives, structured solutions and emerging trends and issues. Take an in-depth look at the post COVID-19 impact, as well as regulatory considerations that could affect the Asian reinsurance industry. Secure your spot in this opportunity and dive into the direction of this marketspace.

Description: Come experience an informative and invigorating webcast focused on an overview of the reinsurance market. Discover the opportunities and challenges that this market can create and how to best understand them. You can also expect investment within the reinsurance market to be a particular highlighted topic. Explore an overview of key components of asset strategies and develop a knowledge base on how to fully comprehend and shape the reinsurance business. If you're ready to elevate your understanding of reinsurance, then tune in to this webcast.

Description: This session will focus on what is new and coming at the Appointed Actuary (e.g., Actuarial Guideline ((AG)) 53, equity testing, etc.). We will provide highlights from the updated AAT Practice Note. A particular focus will be paid to asset classes that have received regulatory attention recently (e.g., commercial mortgage loans, collateralized loan obligations ((CLOs)), etc.).

Description: Following recent market volatility and regulatory changes, market data and market-consistent economic scenarios are at the core of the valuation of liabilities and market risk benefits under regimes such as IFRS 17 and Long Duration Targeted Improvements. This webcast will explore options available to insurance companies to establish stable long-term volatility assumptions and discuss how the choice of financial data can impact the calibration and the simulation of credit spread scenarios.

Description: Our panelists will explore fixed income topics from an actuarial perspective. We'll start with the basics of bonds, including sensitivity measures like duration and higher moments. Then, we'll discuss bond ALM characteristics, highlighting the advantages and disadvantages of incorporating various bonds into a portfolio. Finally, we'll cover actuarial modeling considerations, such as reinvestments, defaults, expenses, and other assumptions. We encourage the audience to ask questions throughout the presentation and we hope you can join us for an engaging discussion!