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With many aspects of Solvency II still under consultation, this timely two day training course will address numerous fundamental considerations for those involved in the implementation process. Participants will gain practical knowledge of the technical provisions and required calibrations under Solvency II, whilst also addressing the challenges of effectively constructing risk policy documentation and ensuring successful communication strategies.

This course is designed to provide individuals working in the pension industry with a practical understanding of longevity risk and what it means for defined benefit pension plans and annuity portfolios. It surveys the market for longevity risk transfer and addresses the likely developments in North America. It sets out the principles of longevity pricing and a practical framework for longevity riskmanagement. The presenters have been deeply involved in the development of the arket and in executing innovative transactions on both sides of the Atlantic.

This course addresses a range of key challenges facing operational risk practitioners in developing and implementing an enterprise wide operational risk framework. It will also provide delegates with the the understanding of how this framework can be leveraged to achieve a strong risk culture and reduce the company's risk exposure.

This course is designed to provide individuals working in the pension industry with a practical understanding of longevity risk and what it means for defined benefit pension plans and annuity portfolios. It surveys the market for longevity risk transfer and addresses the likely developments in North America. It sets out the principles of longevity pricing and a practical framework for longevity riskmanagement. The presenters have been deeply involved in the development of the arket and in executing innovative transactions on both sides of the Atlantic.

With increasing longevity continuing to be a concern to pension funds and insurers this course looks at the most effective tool to manage and mitigate longevity risk. With an ever growing number of products available, this course will examine the advantages and disadvantages of the various risk transference methods currently on the market.

Fundamentals of market and Credit Risk Management is a comprehensive blended learning experience for junior level and aspiring risk managers working within financial institutions. This two day separately bookable program will be delivered by leading practitioners from Citi and HSBC respectively Our program will also incorporate regulatory addresses on market and credit risk management delivered by guest speakers. Best practices when monitoring, measuring and managing market and credit risk will be delivered, in addition to an analysis into how each risk interacts with the other.

This course addresses a range of key challenges facing operational risk practitioners in developing and implementing an enterprise wide operational risk framework. It will also provide delegates with the the understanding of how this framework can be leveraged to achieve a strong risk culture and reduce the company's risk exposure.