SIA Meeting - 3rd March

[Allan Martin]

Good morning all,

 

Just a quick reminder in respect of Monday’s meeting. We kick off at 5.00 pm at Maclaurin House.

 

The agenda and two papers have been added to your SIA dropbox.

 

Regards

 

Allan

07714 064964

www.acmca.co.uk

 

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[Paul Turnbull]

Alan

 

I have the agenda but I am not sure how to use the drop box

 

Any chance of just sending the papers through for me on this occasion

 

Kind Regards

 

Paul

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[Patrick Kelliher]

Paul

Sorry about this, I am not sure about adding you to the Drop Box so I attach tonights papers.

From: Paul Turnbull <pault...@aol.com>
To: ScotI...@googlegroups.com
Sent: Friday, 28 February 2014, 10:44
Subject: RE: {Scottish Individual Actuaries} SIA Meeting - 3rd March

Alan

 

I have the agenda but I am not sure how to use the drop box

 

Any chance of just sending the papers through for me on this occasion

 

Kind Regards

 

Paul

 

From: ScotI...@googlegroups.com [mailto:ScotI...@googlegroups.com] On Behalf Of Allan Martin
Sent: 28 February 2014 06:59
To: ScotI...@googlegroups.com
Subject: {Scottish Individual Actuaries} SIA Meeting - 3rd March

 

Good morning all,

 

Just a quick reminder in respect of Monday’s meeting. We kick off at 5.00 pm at Maclaurin House.

 

The agenda and two papers have been added to your SIA dropbox.

 

Regards

 

Allan

07714 064964

http://www.acmca.co.uk/

 

This email transmission is privileged, confidential and intended for the person or organisation to whom it is addressed. If you are not the intended recipient, you must not copy, distribute or disseminate the information, or take any action in reliance of it. If you have received this message in error please notify us immediately by email to al...@acmca.co.uk  We strongly recommend that you check for viruses using your own virus scanner as ACMCA limited will not take responsibility for any damage caused as a result of virus infection. ACMCA Limited, company number SC234784, registered address, Mains of Giffen, Greenhills, Beith, Ayrshire KA15 1HJ. Directors - A C Martin BSc FFA & J Martin BSc. VAT # 804885215

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[Ken Forman]

All

 

Follow up on the paper on PhD investment results. See  https://editorialexpress.com/cgi-bin/conference/download.cgi?db_name=AFA2014&paper_id=1019

 

I hope you enjoyed the rest of the meeting after I had to leave.

 

Kind regards

 

Ken

 

 

[Patrick Kelliher]

Following on from our meeting last night, I attach a paper on bank capital which you may find useful:

http://www.bankofengland.co.uk/publications/Documents/quarterlybulletin/2013/qb130302.pdf

Note RWAs include not just assets adjusted for credit risk, but also operational and market risk capital grossed up by a factor of 12.5 (= 1 / 8%). Market and operational risk capital can be assessed on a standardised or internal model basis. For credit risk, the RWA model is prescribed but the probability of default (PD) and loss given default (LGD) parameters of this model can be varied in accordance with the bank's own models of credit risk under the Internal Ratings Based (IRB) approach alternative to standard weightings.

Also attached is a link to my emerging risk blog where I have tried to think of the consequences of recent developments in the independence debate. Fools rush in where angels fear to tread, but I hope it will add to Harry's contribution last night:

http://www.crystalriskconsulting.co.uk/emerging_risks_blog.php

If there is anything else you may like information on, please let me know.

From: Ken Forman <ken_f...@btconnect.com>
To: ScotI...@googlegroups.com; pault...@aol.com
Sent: Monday, 3 March 2014, 20:51
Subject: RE: {Scottish Individual Actuaries} SIA Meeting - 3rd March