Practical Asset and Liability Management May 15, 2012

Asset and liability management (ALM) strategies can be applied in a number of financial planning contexts: pension funds, insurance, banks lending and borrowing and life cycle planning for wealthy individuals. The quant models for these applications compute various risk exposures. These are longevity risk, interest rate risk, inflation risk, default risk etc. These risks have to be measured and directly managed through the use of decision models. This one day in-depth workshop provides insight into "what" is the problem and "how" to analyse the challenging pension problem by showing real life case studies as well as research led approaches by experts from both academia and industry. Different methodologies and strategies including alternative investments (i.e. hedge funds), the latest technologies (i.e. optimisation software) and enhancing financial products (i.e. longevity bonds, swaps or swaptions) are introduced and discussed. The workshop is targeted at quantitative and technical analysts, risk analysts, pension fund managers and academics and is presented in an interactive format with ample time for question and answer sessions and discussions.

Benefits of Attending

•Gained insight into understanding ALM strategies
•Found out how to analyse the challenging risk management problems of ALM
•Learned from real-life case studies and research-led approaches
•Heard from experts from both academia and industry
•Acquired helpful techniques and tips on how to productively apply ALM strategies to their own and their clients’ wealth management