Using and further developing capital models now that Solvency II has gone live 23-24 June, 2016| London | United Kingdom Now Solvency II has gone live, the industry is beginning experience the practical use of capital models, and in a market fragmented between internal, partial and standard models it is vital to understand the benefits and limitations of each approach. There will now be a shift from working towards compliance, to managing normal risk, with decisions being driven by internal, as well as regulatory, requirements. As the first wave of internal models has been approved, there is now a greater understanding of what is required, and what the benefits of using a bespoke model are. Be part of this unique conference and:
- Hear feedback on the first wave of internal model approvals from firms and regulators
- Explore the developments and advances in practical modelling
- Understand how to identify and model new and emerging risks effectively
- Determine the most effective methods of embedding the capital model into the business as usual
- James Orr, Chief Actuary, Head of Department, Prudential Regulation Authority
- Dr. Tobias Klauß, Chief Risk Officer, Great Lakes Reinsurance (UK)
- Peter Mueller, Head of Section, Risk Modelling, BaFin
- Vincent Sapin, Head of Internal Model Supervision, National Bank of Belgium
- Richard Charlton, Deputy Chief Risk Officer, Canada Life
- Bernhard Klinger, Head of Actuarial Modelling, Bupa
- Jorg Sauren, Head of Risk Systems and Models, NN Group
- Peter Antal, Head of Risk Modelling, Swiss Re
- Andrew Wildon, Head of Risk and Compliance, NHBC
- Louisa Renoux, Head of Solvency II Project, Mutualité Française
- Jack Smith-Keegin, Head of Capital Modelling, The Co-Operative Insurance
