Learning outcomes:

• Develop a new liability valuation framework under Solvency II
• Consider how SCR affects business decisions
• Gain experience in using market consistent scenario generators
• Consider asset allocation and its interaction with other risk requirements
• Develop strategies to effectively adhere to disclosure and reporting requirements
• Incorporate ORSA into an integrated risk framework
• Develop an approach to communicate effectively with key stakeholders

Course tutors

• Three practical workshop sessions led by Andrew Smith, Partner, Deloitte
• Kevin Borret, Head of Risk, Unum Limited
• Isabella Mammerler, Head of European Regulatory Affairs, Swiss Re
• Massimo Nicoletti, Head of Financial Control, Allianz Investment Management
• Alain Robert-Dautun, Head of Risk Management, Sycomore Asset Management
• Craig Taylor, Programme Manager for Solvency II, ING