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Hedging Variable Annuities Using a simple example of a Put Option, this paper explores such matters as the significance of Realised Volatility risk, Underlying Volatility risk and choice of hedged formula on the effectiveness of applying a hedging …

MEMBERS ONLY EVENT: Solvency II Forum There will be two breakout sessions during the forum.  Please list in the Remarks box if you will be attending the Life or Non-Life Breakout session.   Solvency II Presentation CPD Event Wed, 30/04/2014 - 15:30 3.30pm …

Solvency II in a Nutshell We would like to bring your attention to the EAA webinar “Solvency II in a Nutshell” on 15 September 2014, 11-12 o’clock CEST. Solvency II is set to become the new capital adequacy regime for the European insurance industry. The …

Driver Based Dependencies in Capital Models For many insurers, the credit for diversification in solvency capital has become essential to the viability of the business. Justifying that credit, both internally and to regulators, is becoming increasingly …

Risk Management Perspectives Conference The “Risk Management Perspectives” conference will provide attendees with insights into the challenges and opportunities that risk management creates for organisations.  Speakers will include experts with banking, …

Common Mistakes in Variable Annuity Hedging Programs: Hedge to what? What to hedge? The speaker will discuss some common mistakes VA writers made on their hedging programs (based on an informal survey of industry practitioners and own experience). In …

Investment Related Guarantees A working party of the Life committee has compiled a taxonomy of investment related guarantees and considered the issues for pricing, reserving and risk management.  This session is an introduction to the wide range of issues …

Retirement Actuary of the Future - MEMBERS ONLY EVENT A Working Party of the Society of the Actuaries in Ireland was formed to explore the roles that actuaries might play in the future Irish pensions landscape.   This presentation covers key points from …

European Insurance Forum 2014 - What's ahead for the Reinsurance Industry? Running since 1999, EIF (European Insurance Forum) is a must attend annual event for C-suite executives from the Irish and international re/insurance and captive industry. Meet …

Perspectives on Cash/Liquidity Management in today’s low yield environment As part of a team managing over €300bn in cash assets, David will provide insight and perspective on the challenges facing cash investors in the current environment of low-yields, …