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Summary
Are you using an Economic Scenario Generator? Have you ever given consideration to using one but are unsure of the benefits?
Economic Scenario Generators (ESG) are widely used within financial services companies to simulate future states of the global economy and financial markets, and price complex liabilities on a mark to market basis. We are partnering with Conning, a leading investment management firm and software provider, to understand more about how the GEMS® Economic Scenario Generator and the data that fuels it helps firms with new and existing regulations including LDTI for US GAAP reporting, Solvency II and IFRS 17.
Join us as we take a deep dive into the accuracy, completeness, and appropriateness of the data used to feed the ESG and deliver market consistent scenarios. We will also discuss insurers’ hedging profiles, the need for valuation uncertainty metrics, and liquidity in the market.
Speakers
Daniel Finn, FCAS, ASA
Conning
Managing Director
Daniel Finn, FCAS, ASA, is a Managing Director at Conning, where he is the Head of North America for the Risk Solutions unit. In that role, he leads a team that is responsible for providing asset-liability and integrated risk management advisory services to life, health and property/casualty insurance company clients and pension clients.
Daniel Finn, FCAS, ASA, is a Managing Director at Conning, where he is the Head of North America for the Risk Solutions unit. In that role, he leads a team that is responsible for providing asset-liability and integrated risk management advisory services to life, health and property/casualty insurance company clients and pension clients. Mr. Finn also oversees the support and development of Conning’s proprietary financial software models. Prior to joining Conning in 2001, Mr. Finn was a Vice President within Swiss Re Investors' asset-liability management unit. He has been involved in the asset-liability management field since 1997. Mr. Finn is a graduate of the University of Rochester with an MA in Mathematics and earned an MBA from Loyola College.
Matthew Lightwood, Ph.D, BSC (HONS)
Conning
Director
Matthew Lightwood, Ph.D, BSC (HONS), is a Director at Conning where he is responsible for product management, quantitative modeling and providing technical expertise in economic modeling to support both prospective and new clients using the GEMS® Economic Scenario Generator.
Matthew Lightwood, Ph.D, BSC (HONS), is a Director at Conning where he is responsible for product management, quantitative modeling and providing technical expertise in economic modeling to support both prospective and new clients using the GEMS® Economic Scenario Generator. Prior to joining Conning in 2010, he was employed as a Senior Risk Consultant, where he was responsible for financial modeling as well as managing and implementing large professional services projects for financial clients. Matthew is a graduate of the University of Manchester and University College London, where he earned a BSC (HONS) in Physics with Astrophysics and a Ph.D in High Energy Particle Physics.
Elena Raimondi
Director, Business Development
Elena Raimondi, MBA, is a Director at S&P Global Market Intelligence where she is responsible for Americas OTC Derivatives Data Business Development across all market segments helping clients with their data needs for derivatives trading, structuring, risk, hedging, and valuation.
Elena Raimondi, MBA, is a Director at S&P Global Market Intelligence where she is responsible for Americas OTC Derivatives Data Business Development across all market segments helping clients with their data needs for derivatives trading, structuring, risk, hedging, and valuation. In her role, she provides clients with curves and implied volatility data on a broad spectrum of vanilla to complex derivatives across multiple asset classes. Prior to S&P Global, Elena has held positions at DV Trading and Credit Suisse Commodities Derivatives trading desks working in business development, risk management and derivatives execution. Elena completed her MBA degree at the NYU Stern School of Business.
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