|Event Date||Fri Mar 26 EDT (7 months ago)|
A robust ALM is of increasing importance to portfolio stability and risk-adjusted investment performance. What does this mean for the next chapter in the ALM story for actuaries?
The evolution below will be familiar to many:
1. Redington theory protection from small parallel shifts in rates strategy.
2. Optimisation of Statutory, Risk-Based Capital, Economic, and/or IFRS strategy.
3. Integration of ALM sustainability strategy with structured assets, liquidity and hedging plans, externalities such as ESG considerations, and funding sources; overlay with an enhanced ALM governance system.
There are few portfolios that will be fully immunized to ALM risk, given today’s market and socio-demographics shifts. Join us with 2 prominent Investment ALM practitioners who will refresh our thinking on ALM principles and highlight current practices to achieve portfolio resilience and performance.
Charles L. Gilbert, FSA, FCIA, CFA, CERA
President and Founder, Nexus Risk Management
Chris Howells, FIA
Head of Global Insurance Clients and Head of Insurance Solutions Asia Pacific, Schroders