19 May 2008
Plenary 1
Welcome
Greg Martin, Institute President
Keynote Speaker
Post-Budget Economic Round-Up and Market Outlook
lan Kohler
Chair and Presenters Briefing
John Maroney
Concurrent 1
Use of Securitisation to Fund Life Insurance/Wealth Management Capital Requirements
Caroline Bennet, Lawrence Heyman
Presentation Audio
The Best Laid Plans ... Will Financial Objective Be Achieved in Retirement?
Darren Wickham, David Know & Richard Starkey
Presentation Audio
Alternative Assets – Liquid, Efficient Access Use in Portfolio Construction
Zac Roberts, Mattias Soderberg
Presentation Audio
The Role of Capital Guaranteed Products in Financial Plans
Chris Condon, Richard Cornwell
Presentation Audio Paper
An Actuarial Approach to Internet Search Optimisation
Victor Bajanov
Presentation Audio
Investigation of Life Insurer Efficiency in Canada
Bill Wise
Presentation Audio Paper
Concurrent 2
Customer Level Churn and Embedded Value Calculations in Financial Services
Caroline Stevenson
Presentation Audio
Investment Guarantee Product Risk Management
John Nicholls
Presentation Audio
Annuities ALM – A Practical Approach
Chris Seddon, Kelvin Mo
Presentation Audio
Mortality of Public Sector Scheme Pensioners 2005-2007 Update
Martin Stevenson, Anne Wilson
Presentation Audio Paper
To Invest or Not To Invest: The Trouble with Illiquid Assets in Unitised Products
Wade Tubman, Ricky Leung, Anne Liao
Presentation Audio
An Examination of Rating Corporate Bonds Through the Cycle
Ashley Evans
Presentation Audio Paper
Concurrent 3
Retirees' Longevity Risk
Duncan Rawlinson, Michelle Cater
Presentation Audio Paper
Market Consistent Economic Profit in Financial Services
Conor O'Dowd, Mark Young
Presentation Audio
LIWMPC – (Risk Business Capital Taskforce Project Plan for 2008) – Risk Requirements
Paul Nuttall – Risk Business Capital Taskforce
Presentation Audio Paper
Managing Conflicts of Interest
Andrew Boal, Ramani (S.G) Venkatramani
Audio The Design, Pricing and Marketing of Weather Derivative Products
Jon Tindall
Presentation Audio
DRIP – Derivatives for Retail Investment Products
Zac Roberts, Mattias Soderberg
Presentation Audio
Concurrent 4
Ever Increasing Complexity of Risk – A Complex System Framework for Enterprise Risk Management
Neil Allan, Neil Cantle
Presentation Audio Paper
ALM for Insurance Groups in a Solvency II World
Craig McCulloch
Presentation Audio Paper
Retirement Incomes Taskforce
Cathy Nance
Audio
SEBPC Update 1 – Notional Taxed Contributions, SG Earnings Base and Allocations of Surplus and Deductibility of Contributions for Pensioners
Paul Shallue, Brade Jeffrey
Presentation Audio
An Intrinsic Approach to Performance Measurement of Portfolio Manager Skill
Martin Hickling
Presentation Audio Paper
Estimating the Value-at-Risk of Portfolios: Skewed-EWMA Forecasting via Copula
Zudi Lu, Shi Li
Presentation Audio Paper
Plenary 2
Future Innovation in Super
Facilitator Barry Rafe
Paul Clitheroe
Ian Silk Presentation
Peter Promnitz Presentation
Questions
Pre- Dinner Drinks
KPMG Forum Dinner (Smart Casual)
Tuesday 20 May 2008
Concurrent 5
Determining Risk Margins for Life Insurers
Hoa Bui, Briallen Cummings
Presentation Audio Paper Paper
Product Rationalisation – Extracting Efficiencies Now
Emma Robertson, Richard Donaldson
Presentation Audio
Industry Funds versus Retail Funds – A Retail Fund Perspective
Nicolette Rubinsztein
Presentation Audio
The Other Sub-Prime Lending Crisis
Shauna Ferris
Presentation Audio
Developing a Fair and Reasonable Unit Pricing Restitution Policy
Anthony Asher, Trang Duncanson
Presentation Audio Paper
Mortgage Market Update – Regulatory and Capital Issues
Jason Slade, Steven Lim
Presentation Audio
Concurrent 6
The Existence of An Insurance Cycle and Other Trends in the Australian Group Insurance Market
Rod Berry, James Collier
Presentation Audio
Risk Management of Guaranteed Products: International Best Practice
Wade Matterson, Rajeev Dutt, Deep Patel
Presentation Audio
SEBPC Update 2: Self Insurance, First Home Saver Accounts and TFNs, Anti-detriment Payments and Unsatisfactory Financial Positions
Matthew Burgess, John Ward, Brad Jeffrey
Presentation Audio
Integrating Financial and Demographic Longevity Risk Models: An Australian Model for Financial Applications
Samuel Wills, Michael Sherris
Presentation Audio Paper
Back Office Innovations
Sean McGing, Rachael Foo
Presentation Audio
SPICE – Structured Products to Improve Capital Efficiency
Zac Roberts
Presentation Audio
Concurrent 7
Risk Product Innovation, New Distribution Channels, New Features
Scott Moffit
Presentation Audio
Principles and Practice of Product Rationalisation
Guy Thorburn
Presentation Audio Paper
Australia Versus US – Defined Contributions Systems
Steve Schubert
Presentation Audio
The Personal CFO – An Alternative Model for Financial Advice
Martin Mulcare
Presentation Audio Paper
Liquidity Risks: Improving Matches and Yields
Anthony Asher, Shaun Gibbs, Andrew Doughman
Presentation Audio Paper
Operations Risk Management – Why is it Hard?
Jules Gribble
Presentation Audio
Concurrent 8
Someone Else's Problem – A Case Study in Regulatory Failure
Shauna Ferris
Presentation Audio
Beyond the Greeks: Managing Unhedgeble Risks
Jeff Gebler, Wade Matterson, Jon Tindall
Presentation Audio Andrew Gale, Kirsten Armstrong
Presentation Audio Paper
Discussion Paper and Current Issues
Darren Wickham (IAAust Benefit Projections Working Group)
Presentation Audio Paper
Using the Market Implied Risk Aversion to Value all Risk
Robert Baille
Presentation Audio Paper
The Value of General Insurance in an FS Business
Estelle Pearson, Andrew Cohen
Presentation Audio Paper
Plenary 3
Sustainable Development in Financial Services
Introduction – Barry Rafe
Ric Simes Presentation
Louise O'Halloran
Chris Condon
Panel Discussion
Closing Remarks
Greg Martin, Institute President