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Equity Release Mortgage Investments: Current Issues

Robert Bugg & Florin Ginghina

In this talk we will discuss the latest developments in relation to equity release mortgages as an asset class used by insurers to back annuity business. This will cover market activity and technical issues, including the way in which insurers are addressing the regulatory requirements of SS3/17.

Potential Impacts of the PRA QIS and Some Implications for Credit Risk Management

Russell Ward & Florin Ginghina

In this session, we will share some analysis we have undertaken to quantify the potential impacts of the alternative approaches to both the Risk Margin and Matching Adjustment that are being explored through the current QIS exercise. We will then take a look at some topical issues around credit risk and indicate how these may interact with the direction of travel for the MA indicated by the QIS.

IFRS 17 – Approaches for the determination of Fair Value for Transition Purposes

John Jenkins and Dilesh Patel

In carrying out the transition to IFRS17 for their back-books, many UK life companies are making use of the Fair Value approach for at least part of their business. This session will cover the different approaches to determining Fair Value which we see in use, both in the UK and internationally, and the pros and cons of those approaches.