Panel discussion: Economic capital management and modelling
- Implementing new capital standards
- Balancing the use of metrics in decision making
- Economic
- GAAP (generally accepted accounting principles)
- Statutory
- Is it practical to use the Own Risk Solvency Assessment (ORSA) to manage the capital management processes?
- Internal risk capital models and their impact on investment strategies – striking the balance between giving up liquidity and maintaining sufficient capital
Panellists:
Michelle McCarthy Beck, Chief Risk Officer, Nuveen
David Huntley, VP, Financial Risk Management, ERM, MassMutual
Xiaowei Han, Head of Enterprise ALM, Transamerica Life Insurance Company
Moderator:
Matthew Peters, Head of Americas Property and Casualty Insurance ERM Practice, Willis Towers Watson