Actuaries can model liability cashflows, analyse these numbers, and report on them. However, the role of assets is not seen at this level, or the analysis generally excludes asset modelling and assets analysis.

In this session we plan to cover the niche area within actuarial services around the role of assets and how these assets are modelled depending upon the type of liability being modelled. The session aims to cover:

• types of assets and their features
• modelling of assets in presence of liabilities, including different asset assumptions
• BS and IS in presence of assets
• how to bring judgement around asset allocation for liabilities
• rules around asset allocation
• bringing reinvestment into the picture and associated reinvestment strategy

The session is intended to be delivered in person including a high-level overview of the role of assets within actuarial modelling and valuation. This will be a new area for everyone, as very few companies offer asset modelling now.

Speakers: Monika Goyal and Adarsh Goenka, Accenture