ASSET
THE SOCIETY OF ACTUARIES
LIABILITY
NEXUS RISK MANAGEMENT
MANAGEMENT
Techniques and Practices
CO-SPONSORED WITH
THE INTERNATIONAL ACTUARIAL ASSOCIATION
STANDARD AND POOR'S
ACTUARIAL SOCIETY OF HONG KONG
FACULTY
HONG KONG, PRC
InterContinental Grand Stanford
May 19-23, 2008
ALM 2008 HONG KONG FULL COURSE
May 19-23
ALM TECHNIQUES AND PRACTICES, MASTER CLASSES, AND SEMINAR
Complete five day event including Techniques and Practices with hands-on training, one day Master Class advanced programs followed by the ALM Seminar, a discussion of possible strategies to address the challenges faced by the insurance and pension industries.
Brochure
Cost: $5,750 USD
Register
TECHNIQUES AND PRACTICES
May 19-21
ALM TECHNIQUES AND PRACTICES FOR INSURANCE
Intensive hands-on training on ALM techniques, practices and advanced applications. Participants receive content-rich course materials along with valuable utilities and templates.
Pre-course material, assigned readings and a number of application exercises will be provided for the participant to cover outside of class time. Participants will also be trained to use several valuable utilities and templates that are yours to keep and provided as part of the course fee. Be prepared to roll up your sleeves!
Brochure Course Schedule
Cost: $4,300 USD
Register
MASTER CLASSES
May 21-22
DYNAMIC HEDGING
Advanced one day programs providing over seven hours of hands-on applications and case studies. Two master classes are offered concurrently for 2008:
Dynamic Hedging teaches the key elements of executing a dynamic hedging program to hedge equity-based guarantees and provides hands-on practice through case studies and application exercises.
Interest Rate Models teaches stochastic modeling techniques and diffusion processes for interest rates and provides hands-on practice to build, calibrate and use interest rate models.
Brochure Course Schedule
Cost: $1,450 USD
Register
INTEREST RATE MODELS
Advanced one day programs providing over seven hours of hands-on applications and case studies. Two master classes are offered concurrently for 2008:
Dynamic Hedging teaches the key elements of executing a dynamic hedging program to hedge equity-based guarantees and provides hands-on practice through case studies and application exercises.
Interest Rate Models teaches stochastic modeling techniques and diffusion processes for interest rates and provides hands-on practice to build, calibrate and use interest rate models.
Brochure Course Schedule
Cost: $1,450 USD
Register
ASSET LIABILITY MANAGEMENT SEMINAR
May 22-23
INSURANCE TRACK
The risk management landscape is changing rapidly. Greater recognition of risk exposure and more sophisticated techniques to measure and control risk are resulting in new regulation, new capital requirements, new account standards, and new Solvency II framework. Asset Management has fundamentally changed as a result. Innovative ALM strategies are being called upon to address the some of greatest challenges faced by the insurance and pension industries:
- implementation of Solvency II
- unhedged in-the-money embedded derivatives in insurance liabilities
- volatile solvency ratios and contribution rates in pension plans
- fixed income assets not available to match long liability cash flows
- interest rates at historic low
Join your colleagues and listen as leading experts and money managers discuss their solutions.
Brochure Course Schedule
Cost: $1,350 USD
Register
