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

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Details

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

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