ACLI Webinar Series: The End of LIBOR

On-Demand Webinars 60 minutes Video 10/2/2020

The “End of LIBOR” is imminent and regulators have indicated that the transition is going to proceed regardless of the pandemic crisis. Life Insurers will be impacted in a myriad of ways, both from an asset and a liability standpoint.  At the same time, the LIBOR-SOFR transition will also have implications for risk neutral valuation of liabilities, and alternative risk-free rates will have to be considered for ALM valuation, with advantages and disadvantages for each choice. This webinar delves into these issues with the help of two industry experts who share their perspectives and respond to questions from participants.

Moderator:
Ram Kelkar, Principal and Managing Director Milliman Financial Risk Management LLC

Speakers:
Charles Schwartz, Chief Risk Officer, Venerable
Chris McAlister, Managing Director, Global Head of Derivatives Trading, Prudential Financial

Frequently Asked Questions

Details

  • 10/2/2020
  • On-Demand Webinars
  • 60 minutes
  • Video

More From ACLI Learning

On-Demand Webinars9/13/2022

ACLI Webinar Series: Commercial Real Estate for Insurance Investors

Thank you to Barings for presenting, Commercial Real Estate for Insurance Investors

... read more
  • 54 mins
  • Video
In-Person Conference9/28/2022

Annual Conference 2022

ACLI's premier meeting brings together senior executives from life insurance and financial services companies to examine today's business and political issue... read more

  • In-Person
In-Person Conference9/6/2022

Senior Investment Managers Seminar 2022

Mark your calendar for the SIMS 2022.

Designed for mid-to senior investment professionals in the financial services industry. This seminar's formal pre... read more

  • In-Person
On-Demand Webinars7/20/2022

ACLI Webinar Series: Life - Annuity Investment Strategies: Bracing for Change

For more than a decade, the life-annuity industry has employed investment strategies that sought to generate greater yields in a stable, low-interest rate en... read more

  • 50 mins.
  • Video