The Practical Reality of ERM and Your Responsibilities

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Transcription:

The Practical Reality of ERM and Your Responsibilities Kevin Brennan, Head of Enterprise Risk, Western Asset Management Tony Dardis, Consulting Actuary, Milliman Kathryn Hyland, Senior Vice President, Swiss Re Dave Ingram, Executive Vice President, Willis Re David Raszeja, Chief Ethics and Risk Officer, Penn Mutual David Schraub, Staff Fellow, Society of Actuaries

Kevin Brennan Kevin Brennan - Head of Enterprise Risk - Western Asset Management Co Kevin is a certified public accountant with over 25 years of experience in the investment management industry. As Head of Enterprise Risk, Kevin is responsible for implementing and optimizing the company s Enterprise Risk Management framework and coordinating complex / crossdepartmental business process improvement projects. He joined Western Asset Management Co. in 2001 and has served in a number of managerial roles overseeing the portfolio accounting, fund treasury, performance measurement, data integrity and analytics groups. Prior to joining Western Asset, Kevin served as an audit manager in Deloitte s Financial Services audit practice providing financial statement and internal control audits and assessments to investment managers, broker-dealers and alternative investment funds.

Tony Dardis Tony Dardis - Consulting Actuary - Milliman Tony is an actuary with over 30 years of multifaceted experience in the financial services industry, specializing in life insurance risk and capital management. He has extensive experience in managing a business, and making complex sales to large financial institutions. Tony is currently serving as a Consulting Actuary with Milliman, specializing in enterprise risk management for life insurance companies. Previous to joining Milliman at the start of 2015, Tony was part of the Barrie & Hibbert team at Moody's Analytics, and was instrumental in growing that business in North America from what was essentially a start-up in early 2008, to the premier provider of economic scenario generation products and services in the local market. Prior to joining Barrie & Hibbert, he had 15 years of consulting experience with Tillinghast, working with life insurers around the globe to bring value added to their businesses.

Kathryn Hyland Kathryn Hyland - SVP Risk Management - Swiss Re Kathryn Hyland joined Swiss Reassurance in 2008 as senior vice-president, risk management. In this capacity, she acts as risk leader for life and health risk management for the Americas region, working to closely align with the business organization in order to fully appreciate the risk landscape, and to co-ordinate closely with her risk management associates responsible for other lines of business and regions. In 2009, Ms. Hyland was appointed chief risk officer for Swiss Re s Canadian operations, including the life and health, and property and casualty (P&C), business written in Canada and the Caribbean through the Canadian branch of Swiss Re, and the direct P&C business written through the Canadian branch of Westport Insurance. Prior to joining Swiss Re, Ms. Hyland was engaged in direct insurance and reinsurance management in Canada, Bermuda, and the U.S., and she has provided insurance and investment consulting services to a variety of corporate clients.

David Ingram David N Ingram - Executive Vice President - Willis Re Dave is a member of Willis Re s Analytics team, offering insurers a practical way to use ERM to identify specific actions and strategies that will enhance the risk-adjusted value of the firm. Dave has more than 30 years of actuarial and general management experience in the insurance industry. He was previously the Senior Director, ERM in the Insurance Ratings Group of S&P. Dave has authored over 100 published articles relating to ERM, and has spoken on ERM at over 100 events in across the world. He was the first Chair of the 2500 member Joint SOA/CAS/CIA Risk Management Section. Dave is now the Chair of the International Actuarial Association s Enterprise and Financial Risks Committee and chair of the Actuarial Standards Board ERM Committee. Dave is a graduate of Lehigh University and has an Enterprise Risk Analyst Charter from the SOA, Financial Risk Manager certification from GARP and Professional Risk Manager certification from the PRMIA.

Dave Raszeja Dave Raszeja - Vice President, Chief Ethics and Risk Officer - Penn Mutual As chief ethics and risk officer, Dave is responsible for the oversight of the corporate ethic program as well as oversight of risk practices. In his role as chief ethics officer, Dave leads a team dedicated to ensuring an effective ethics program, which is a cornerstone of our culture. In Dave s role as the chief risk officer, he is charged with ensuring proper governance surrounding risk practices, elevating risk awareness, and communication of risk strategy throughout the company. Dave is also responsible for developing Penn Mutual s response to external regulatory requirements including the emerging Own Risk Solvency Assessment (ORSA) requirement. Dave has over 13 years of experience in the life insurance industry, having started with Penn Mutual as an actuarial student and moving to several different areas of the company before being named Chief Risk Officer in 2012 and Chief Ethics Officer in 2014. He is a graduate of Rochester Institute of Technology with a B.S. in applied mathematics and holds an M.S. in mathematics from the State University of New York at Buffalo. Dave is a fellow of the Society of Actuaries and a member of the American Academy of Actuaries.

David Schraub - Staff Fellow - SOA David Schraub David Schraub is the Staff Fellow for Risk Management and Investment at the Society of Actuaries (SOA) working to develop and support better risk management and investment effort of the actuaries, directing volunteer activities in these two areas. In addition, he provides risk expertise to the SOA s education (including both core and continuing education programs) and research functions. He also serves as a liaison between the SOA and other organizations in the risk arena and works to facilitate the intellectual capital development of actuaries in risk management. Prior to joining the SOA, David worked for life insurance companies and consulting companies in various risk positions, focusing on Solvency II, NAIC ORSA and risk reporting in general. David is a Fellow of the Society of Actuaries, a Chartered Enterprise Risk Analyst of the Society of Actuaries, an Actuaire Qualifie of the Institut des Actuaires (France) and a Member of the American Academy of Actuaries. He graduated from the École Nationale de la Statistique et de l'administration Économique, one of the French Grandes Ecoles focused on economics, statistics and actuarial sciences.

Format After a brief introduction, the panelists will take turn to address Practical ERM Questions from the audience. Origin of the Questions Some questions were collected in advance https://www.surveymonkey.com/s/erm- PracticalReality Some questions will come from the microphone

Objectives 15 Questions Minimum 2 minute timer per presenter to keep the pace moving 10 minutes maximum for a single question, hopefully less Practical Questions Priority for questions with practical aspects of ERM Practical Answers Hold us accountable to this practical mandate. Let us know through the evaluation if our responses were practical

Contact Information Kevin Brennan Tony Dardis Kathryn Hyland David Ingram Dave Raszeja David Schraub kbrennan@westernasset.com anthony.dardis@milliman.com Kathryn_Hyland@swissre.com dave.ingram@willis.com Raszeja.Dave@pennmutual.com dschraub@soa.org

Let s Limit the Panelist Response to 10 Minutes http://www.online-stopwatch.com/countdown-timer/