About This Event
A combination of factors since 2020 including cat & non-cat losses, changing reinsurance rates, and significant mark-to-market losses in asset portfolios have led (re)insurers to double down on their portfolio optimization efforts. Many companies are standing up official “portfolio optimization” teams while others lean on existing teams to deliver insights that support strategic business planning and portfolio construction. In this session we will talk about the objectives and characteristics of a well-designed and embedded portfolio management and optimization framework, the key strategic decisions that these frameworks should aim to capture and test, and how rating agency models can impact the construction of your portfolio optimization analytics. Finally, we'll discuss how to embed the tools and insights into your BAU decision making at all levels of the organization.
Learning Objectives:
- Build a better feedback look between pricing, reserving, capital management and strategy.
- Identify the common areas where organizations are getting strategic and portfolio management wrong, and how can these be addressed.
- Understand business challenges and questions organizations are attempting to answer with formal portfolio management and optimization frameworks.
