PANEL DISCUSSION: Optimizing the SII balance sheet: optimizing asset portfolios for risk and capital benefit.
- Now that solvency II numbers and sensitivities are published and discussed with the local regulator, how, if at all, are insurers changing their asset allocation across shareholder and policy holder assets, and if so, why?
- How has Solvency II impacted our appetite towards non-traditional assets?
- What type of liabilities or shareholder funds are appropriate to be matched by non-traditional investments?
- Capturing diversification benefits
- Improving risk assessment of assets
- Managing the risk margin
- Hedging strategies for various books of business
- Balancing sheet stabilizing approaches in SII– entity vs. group dynamics etc.
Panellists:
Louisa Renoux, Head of Solvency II Project, MUTUALITÉ FRANÇAISE
Samu Anttila, CIO, LOCAL TAPIOLA
Viktor Mirkin, Head of Analytics and Optimisation, PENSION INSURANCE CORPORATION
Moderator: Mehdi Guissi, Head of Insurance and Pension Solutions,LOMBARD ODIER INVESTMENT MANAGERS
