Nuts and Bolts of Effective Asset-Liability Management (ALM)
Day three focuses on some challenges life insurers face in practicing good asset-liability management
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Japanese audio translation available. Agenda shown in HKT.
Agenda
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15:00
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15:05
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15:20
Panel Discussion: Putting an ALM strategy into practice
- What are the key drivers for the shift to a more integrated balance-sheet approach?
- What are the practical implications and challenges in implementing an ALM strategy?
- How might insurers’ ALM needs and capabilities evolve differently between APAC and EMEA?
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16:00
End
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SpeakersOuaile El Fetouhi Head of Portfolio Construction Natixis Investment Managers Solutions
Kian Wee Tan Head of Asset & Liability Management, Global Insurance HSBC
William Song Chief Risk Officer MSIG Asia
Colin Holmes General Manager Moody's Analytics
Adam Koursaris Senior Director-Product Management Moody's Analytics
Helena Tang Associate Director Moody's Analytics
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Helena is the Relationship Manager for the Insurance Accounts in Moody’s Analytics. Her remit is to represent the Insurance Business for Moody’s Analytics with a primary responsibility for generating revenues in Hong Kong. She joined Moody’s Analytics in 2021 as an Associate Director for the Key & Core account sector, where she leads an account team serving commercial banks & insurances. Prior to that, she was the regional sales manager in London Stock Exchange Group focusing on Risk Intelligence business & held several roles in sales & account management within the Asian financial industry.
In her career in the Asian financial industry, she has been actively engaged with the FinTech & RegTech communities. She is also a board member of the Korea FinTech Association. Helena holds a MBA degree from University of Hong Kong and a BBA degree in Financial Engineering. She is also a certified specialist in AML for FinTechs from ACAMs, & a member of Risky Women. Helena is passionate about gender balance, diversity & sustainable investment.
Colin is General Manager of Insurance Solutions at Moody’s Analytics. The bulk of Colin’s career has been spent in financial risk management with Barrie & Hibbert (B&H) and Moody’s Analytics. During his time at B&H, Colin had a broad involvement across the business, working within a range of technical, management and customer-focused roles, in the UK, Europe and the US. The business’ growth resulted in the acquisition of B&H by Moody’s Analytics in 2011. Since joining Moody’s Analytics, Colin has been involved across the ERS Insurance business, focused on implementation services. In his current role, Colin has overall responsibility for the Enterprise Risk Solutions business in the insurance sector.
Adam rejoined Moody’s analytics in 2017 after four years working at Willis Towers Watson. He had previously worked at Moody’s Analytics and Barrie and Hibbert for seven years.
Adam specializes in risk, capital, and asset and liability management (ALM) applications, and has been a long term trusted advisor to insurance companies globally. Adam has been at the forefront of risk modeling methodology development, and has helped to design, build, document, validate, and optimize Solvency II internal model solutions for many of the world’s largest insurers.
He currently leads Moody’s Analytics ALM and strategic asset allocation proposition for insurance companies and their asset managers. Adam has a degree in statistics and actuarial science from the University of the Witwatersrand in South Africa and is a Fellow of the Institute of Actuaries.
Adam rejoined Moody’s analytics in 2017 after four years working at Willis Towers Watson. He had previously worked at Moody’s Analytics and Barrie and Hibbert for seven years.
Adam specializes in risk, capital, and asset and liability management (ALM) applications, and has been a long term trusted advisor to insurance companies globally. Adam has been at the forefront of risk modeling methodology development, and has helped to design, build, document, validate, and optimize Solvency II internal model solutions for many of the world’s largest insurers.
He currently leads Moody’s Analytics ALM and strategic asset allocation proposition for insurance companies and their asset managers. Adam has a degree in statistics and actuarial science from the University of the Witwatersrand in South Africa and is a Fellow of the Institute of Actuaries.
William Song is the Chief Risk Officer of MSIG Asia, based in Singapore.
William joined MSIG in 2010 and he specializes in non-life insurance risk management with focus on creating and protecting enterprise value through analytical risk optimization.
Prior to joining MSIG, William was a consultant with Watson Wyatt, now called Willis Towers Watson.
William has over twenty years of insurance experience from different insurance markets in Asia-Pacific, including Australia, South Korea and South East Asian countries.
William is a Fellow of the Institute of Actuaries of Australia and he graduated with a Master of Business Administration from the University of Chicago Booth School of Business.
Kian Wee Tan is the Global Head of Asset Liability Management Strategy for HSBC Insurance. She is a seasoned actuary with over 20 years of experience mainly in the U.K. and Asia, working for large multinational life insurance companies. She is a strong technical actuarial leader in a number of areas including insurance financial reporting (IFRS4/17, MCEV and EEV), capital management (Solvency II and regulatory solvency framework for a few Asian countries including Hong Kong), credit risk management and asset & liability management. In her current role, she has introduced ALM policy to standardize ALM framework and implemented advanced Asset Liability Management technique to optimize economic capital and IFRS17 balance sheets for the company. In her free time, she likes to travel and experience different cultures and food.
Ouaile El Fetouhi is Head of Portfolio Construction at Natixis Investment Managers Solutions (NIM Solutions). Ouaile and his team are responsible for portfolio construction, risk modelling and solutions design across several client segments globally, including insurance, pensions both DB and DC as well as private banks and wealth managers.
Prior to joining NIM Solutions, he held a similar position for 10 years at Aberdeen Standard Investments, as the Head of Multi-Asset Solutions Modelling. Prior to that, he was at Man Group where he was responsible for portfolio construction across several hedge fund strategies with a quantitative and systematic bias.
Ouaile started his career as quant and fixed income portfolio manager where he developed several systematic strategies to invest in fixed income securities.
Ouaile holds a Mater in applied mathematics from Ecole des Mines de Paris and DEA in Finance from Dauphine University.
Adam rejoined Moody’s analytics in 2017 after four years working at Willis Towers Watson. He had previously worked at Moody’s Analytics and Barrie and Hibbert for seven years.
Adam specializes in risk, capital, and asset and liability management (ALM) applications, and has been a long term trusted advisor to insurance companies globally. Adam has been at the forefront of risk modeling methodology development, and has helped to design, build, document, validate, and optimize Solvency II internal model solutions for many of the world’s largest insurers.
He currently leads Moody’s Analytics ALM and strategic asset allocation proposition for insurance companies and their asset managers. Adam has a degree in statistics and actuarial science from the University of the Witwatersrand in South Africa and is a Fellow of the Institute of Actuaries.
Kian Wee Tan is the Global Head of Asset Liability Management Strategy for HSBC Insurance. She is a seasoned actuary with over 20 years of experience mainly in the U.K. and Asia, working for large multinational life insurance companies. She is a strong technical actuarial leader in a number of areas including insurance financial reporting (IFRS4/17, MCEV and EEV), capital management (Solvency II and regulatory solvency framework for a few Asian countries including Hong Kong), credit risk management and asset & liability management. In her current role, she has introduced ALM policy to standardize ALM framework and implemented advanced Asset Liability Management technique to optimize economic capital and IFRS17 balance sheets for the company. In her free time, she likes to travel and experience different cultures and food.
William Song is the Chief Risk Officer of MSIG Asia, based in Singapore.
William joined MSIG in 2010 and he specializes in non-life insurance risk management with focus on creating and protecting enterprise value through analytical risk optimization.
Prior to joining MSIG, William was a consultant with Watson Wyatt, now called Willis Towers Watson.
William has over twenty years of insurance experience from different insurance markets in Asia-Pacific, including Australia, South Korea and South East Asian countries.
William is a Fellow of the Institute of Actuaries of Australia and he graduated with a Master of Business Administration from the University of Chicago Booth School of Business.
Ouaile El Fetouhi is Head of Portfolio Construction at Natixis Investment Managers Solutions (NIM Solutions). Ouaile and his team are responsible for portfolio construction, risk modelling and solutions design across several client segments globally, including insurance, pensions both DB and DC as well as private banks and wealth managers.
Prior to joining NIM Solutions, he held a similar position for 10 years at Aberdeen Standard Investments, as the Head of Multi-Asset Solutions Modelling. Prior to that, he was at Man Group where he was responsible for portfolio construction across several hedge fund strategies with a quantitative and systematic bias.
Ouaile started his career as quant and fixed income portfolio manager where he developed several systematic strategies to invest in fixed income securities.
Ouaile holds a Mater in applied mathematics from Ecole des Mines de Paris and DEA in Finance from Dauphine University.
Ouaile El Fetouhi is Head of Portfolio Construction at Natixis Investment Managers Solutions (NIM Solutions). Ouaile and his team are responsible for portfolio construction, risk modelling and solutions design across several client segments globally, including insurance, pensions both DB and DC as well as private banks and wealth managers.
Prior to joining NIM Solutions, he held a similar position for 10 years at Aberdeen Standard Investments, as the Head of Multi-Asset Solutions Modelling. Prior to that, he was at Man Group where he was responsible for portfolio construction across several hedge fund strategies with a quantitative and systematic bias.
Ouaile started his career as quant and fixed income portfolio manager where he developed several systematic strategies to invest in fixed income securities.
Ouaile holds a Mater in applied mathematics from Ecole des Mines de Paris and DEA in Finance from Dauphine University.
Kian Wee Tan is the Global Head of Asset Liability Management Strategy for HSBC Insurance. She is a seasoned actuary with over 20 years of experience mainly in the U.K. and Asia, working for large multinational life insurance companies. She is a strong technical actuarial leader in a number of areas including insurance financial reporting (IFRS4/17, MCEV and EEV), capital management (Solvency II and regulatory solvency framework for a few Asian countries including Hong Kong), credit risk management and asset & liability management. In her current role, she has introduced ALM policy to standardize ALM framework and implemented advanced Asset Liability Management technique to optimize economic capital and IFRS17 balance sheets for the company. In her free time, she likes to travel and experience different cultures and food.
William Song is the Chief Risk Officer of MSIG Asia, based in Singapore.
William joined MSIG in 2010 and he specializes in non-life insurance risk management with focus on creating and protecting enterprise value through analytical risk optimization.
Prior to joining MSIG, William was a consultant with Watson Wyatt, now called Willis Towers Watson.
William has over twenty years of insurance experience from different insurance markets in Asia-Pacific, including Australia, South Korea and South East Asian countries.
William is a Fellow of the Institute of Actuaries of Australia and he graduated with a Master of Business Administration from the University of Chicago Booth School of Business.
Colin is General Manager of Insurance Solutions at Moody’s Analytics. The bulk of Colin’s career has been spent in financial risk management with Barrie & Hibbert (B&H) and Moody’s Analytics. During his time at B&H, Colin had a broad involvement across the business, working within a range of technical, management and customer-focused roles, in the UK, Europe and the US. The business’ growth resulted in the acquisition of B&H by Moody’s Analytics in 2011. Since joining Moody’s Analytics, Colin has been involved across the ERS Insurance business, focused on implementation services. In his current role, Colin has overall responsibility for the Enterprise Risk Solutions business in the insurance sector.
Adam rejoined Moody’s analytics in 2017 after four years working at Willis Towers Watson. He had previously worked at Moody’s Analytics and Barrie and Hibbert for seven years.
Adam specializes in risk, capital, and asset and liability management (ALM) applications, and has been a long term trusted advisor to insurance companies globally. Adam has been at the forefront of risk modeling methodology development, and has helped to design, build, document, validate, and optimize Solvency II internal model solutions for many of the world’s largest insurers.
He currently leads Moody’s Analytics ALM and strategic asset allocation proposition for insurance companies and their asset managers. Adam has a degree in statistics and actuarial science from the University of the Witwatersrand in South Africa and is a Fellow of the Institute of Actuaries.
Helena is the Relationship Manager for the Insurance Accounts in Moody’s Analytics. Her remit is to represent the Insurance Business for Moody’s Analytics with a primary responsibility for generating revenues in Hong Kong. She joined Moody’s Analytics in 2021 as an Associate Director for the Key & Core account sector, where she leads an account team serving commercial banks & insurances. Prior to that, she was the regional sales manager in London Stock Exchange Group focusing on Risk Intelligence business & held several roles in sales & account management within the Asian financial industry.
In her career in the Asian financial industry, she has been actively engaged with the FinTech & RegTech communities. She is also a board member of the Korea FinTech Association. Helena holds a MBA degree from University of Hong Kong and a BBA degree in Financial Engineering. She is also a certified specialist in AML for FinTechs from ACAMs, & a member of Risky Women. Helena is passionate about gender balance, diversity & sustainable investment.