Financial Services Forum

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