PANEL DISCUSSION: Analytics and technology to measure, manage and monitor risks: tools to quantify investment risk and ALM risk
- A benchmark and comparison of the different softwares or bespoke models insurers are using to quantify investment and ALM risk
- How much do you rely on your asset manager to measure, manage and monitor and how much do you do on your own?
- Do you have consistency in numbers between actuarial teams and investment teams
- How frequently are you able to do your numbers for hedging
- Overview of the main challenges faced right now – operational, data related, strategic etc.
Panellists:
Cédrik de Ternay, Head of ALM & SAA France, Benelux and Americas,GENERALI GROUP
Lars Haram, Head of Investments, STOREBRAND LIFE INSURANCE
Prasun Mathur, Deputy Head of Investment Risk and ALM Strategy, PHOENIX GROUP
Moderator: Matthew Lightwood, Director: Quantitative Finance, CONNING