SII effects on asset management

Authors: Maarten Koppenens, Servaas Houben

slides: SII effects on asset management0 9

Publisher, publication date: CFA, 2012-10

——————————————————————————————————————————

Presentation on Solvency II developments and the opportunities this provides for asset management:

  • The VaR framework
    • Return on capital in Solvency II
  • The current landscape
    • Risk free rate in insurance
    • Spread components
    • Solvency II framework
    • Sovereign credit risk
  • Opportunities for asset managers
    • Return on capital optimisation
    • Hedging and de-risking

About Servaas Houben

I am a Dutch actuary and worked in the Netherlands for the first 4 years of my career. Thereafter, I worked for 2 years in Dublin and 4 years in London. I am now heading the actuarial department of ENNIA in Curacao.
This entry was posted in Asset Management, English, Investments, Presentations, Solvency II. Bookmark the permalink.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s