Scope and Purpose:
Asset and liability management (ALM) strategies can be applied in a number of financial planning contexts: pension funds, insurance, banks lending and borrowing and life cycle planning for wealthy individuals. The quant models for these applications compute various risk exposures such as longevity risk, interest rate risk, inflation risk, default risk etc. These risks have to be measured and directly managed through the use of decision models. This one day in-depth workshop provides insight into "what" is the problem and "how" to analyse the challenging asset-liability mismatch problem by showing real life case studies as well as research led approaches by experts from both academia and industry. Different methodologies and strategies including alternative investments (i.e. hedge funds), the latest technologies (i.e. optimisation software) and enhancing financial products (i.e. longevity bonds, swaps or swaptions) are introduced and discussed.
For forcasting asset returns for ALM, the investment community has adopted modern portfolio theory (MPT). Time and again, such models have proven to be ineffective during the financial crises and market turmoils. Post modern portfolio theory (PMPT), however, takes into consideration downside risk control. In particular these classes of models bring into play target returns and combines this with the downside risk control; this in turn is derived out of the tail behaviour of portfolios.
The workshop is targeted at quantitative and technical analysts, risk analysts, pension fund managers and academics and is presented in an interactive format with ample time for question and answer sessions and discussions.
Risk Governance : An issue in distress
Risk management is an oft repeated topic, particularly linked to investment management and normally end up with operational managers but risk governance has far wider organization wide implications. It is also a fiduciary responsibility having bearing on organizational strategy and management accountability. There is often a conflict between various operational objectives and risk governance. Long term objectives of risk governance are sacrificed for short term growth resulting into collapse of investors interest and very basic sustainability of the organization itself. Recent turmoil in the international financial market has necessitated the importance reinventing risk governance. Though risk governance is an organization wide phenomena, we would limit our discussions to long term institutional investors like Pension Funds, Life insurance etc
Key features:
- Introduction to practical asset and liability management principles
- Explanation of the key risk features affecting the ALM problem
- Measurement and management of the key risk factors
- Implementation of quantitative models to bank borrowing and lending, pension funds, insurance companies, bank borrowing and lending, and individual ALM: iALM
- Alternative computational models of portfolio choice
Benefits of attending:
The Practical Asset & Liability Workshop covers ways to analyse ALM problems. Mathematical models are supported by illustrative cases studies, which help translate theory to practice. In addition, it also covers the post modern portfolio theory (PMPT), which focuses more on target returns and downside risk control. This allows the attendee to gain access to real solutions and techniques, which they are then able to implement for their own work.
- At the end of this workshop the attendees will:
- Gain insight into understanding ALM strategies
- Find out how to analyse the challenging risk management problems of ALM
- Learn from real-life case studies and research-led approaches
- Hear from experts from both academia and industry
- Acquire helpful techniques and tips on how to productively apply ALM strategies to their own and their clients' wealth management.
- Understand the pitfalls of Modern Portfolio Theory (MPT)
- Learn the concepts of PMPT, which can help to generate superior returns while controlling the downside risk.
Speaker Profile:
Professor Gautam Mitra Professor Gautam Mitra is an internationally renowned research scientist in the field of Operational Research in general and computational optimisation and modelling in particular. He has developed a world class research group in his area of specialisation with researchers from Europe, UK & USA. He has published three books and over hundred refereed research articles. He was Head of the Department of Mathematical Sciences, Brunel University between 1990 and 2001. In 2001 he has established CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications. CARISMA specialises in the research of Risk and Optimisation and their combined paradigm in decision modelling. Professor Mitra is a Director of OptiRisk Systems UK and OptiRisk India. Many of the research results of CARISMA are exploited through these companies.

Dr. H Sadhak a well experienced Professional in Financial Services industry, has occupied many important management positions in Pension Fund , Mutual Fund , Life Insurance and Bank. His experience include Research and teaching in Economics & Finance. In the past, Dr. Sadhak was Chief Executive Officer, LIC Pension Fund Ltd, Executive Director with LIC of India , Joint General Manager , LIC Mutual Fund , an investment officer with Union Bank of India and as a Lecturer in Economics in a college under the University of Kalyani.
Dr. Sadhak has worked with many Expert Committees/ Working Groups including the following : Technical Committee on Accounting Policy for NPS ( PFRDA )Technical Advisory Group, Real Estate Price Index, ( Ministry of Finance) , Working Group on Household Savings, 11th Five Year Plan, Working Group on Household Savings ,10th Five Year Plan , Working Group, Fifth Economic Census ,CSO , Govt of India , Working Group on Insurance Sector Statistics, National Statistics Commission
He has authored 5 books and contributed more than 100 articles on Finance, Investment etc .
- Life Insurance in India : Opportunities, Challenges & Strategic Perspective, Response/SAGE(May '09)
- Mutual Funds in India: Marketing Strategies and Investment Practices, Response/ SAGE (2004 )
- Mutual Funds in India: Marketing Strategies and Investment Practices, SAGE (1997)
- Role of Entrepreneurs in Backward Areas , Daya Publications , Delhi ('89)
- Impact of Incentives on Industrial Development in Backward Regions Chugh, (1987)
- National Pension System in India: Reforms and Unfinished Agenda
Dr Sadhak received his Ph D in Industrial Finance from the University of Poona , MA in Economics from the University of Kalyani ni, B A Hons in Economics from the University of Calcutta and a Diploma in Operation Research for Management , University of Mumbai. He has also completed many professional course including Valuation of Companies, from IIM Bangalore, Forecasting for Management Decision from Staff College of India, Hyderabad, Legal Aspects of Debt Management, UN Institute of Research & Training.

Dr. Christina Erlwein is a research associate at the Financial mathematics
group at Fraunhofer ITWM, Kaiserslautern, Germany. She received
her PhD in financial mathematics on hidden Markov models in Finance
from CARISMA, Brunel University in 2008. She was awarded
a Marie Curie Fellowship for Early Stage Researchers and worked
within international research projects on financial mathematics at
CMA, University of Oslo, Norway, Heriott-Watt University, UK and
University of Western Ontario, Canada. She published several papers
on applications of HMMs in Finance. Since 2008 she is affiliated
to ITWM, where she works on various projects with the financial
industry ranging from modelling alternative investments to software
concepts for statistical models and credit pricing

Dr. Katharina Schwaiger is a KTP Post-Doc Associate at OptiRisk Systems. She received her PhD in Operational Research on the topic of "Asset and Liability Management under Uncertainty: Models for Decision Making and Evaluation" from CARISMA (Centre for the Analysis of Risk and Optimisation Modelling Applications) in 2009. Prior to this she gained a First Class BSc in Financial Mathematics from Brunel University. Her work experience includes internships in Applied Research, Equities and Asset Management at Metzler Investments and Metzler Asset Management Frankfurt, Germany, sponsored research on the topic Liability Driven Investment at Insight Investments, London and an EPSRC funded research internship at ACE Ltd, London.
Target audience:
- Quantitative analysts.
- Risk analysts,
- Financial Risk Consultants
- Fund managers of hedge funds, mutual funds, insurance and pension funds and
- ALCO members of Insurance, pension and banks.
- Academicians and students specializing in Financial Risk
Workshop Timetable: Day 2
| Day - 2 :Advances in Portfolio Optimisation And Asset Liability Management Workshop |
| Time | TOPIC | Presenter |
| 9:30 - 10:30 |
MPT: Mean-Variance portfolio theory: A review and critique.
|
Gautam Mitra |
| 10:30 - 11:00 |
Scenario generation for portfolio optimization based on a hidden Markov model
|
Christina Erlwein |
| 11:00 - 11:30 |
Coffee Break
|
|
| 11:30 - 12:30 |
Stochastic Programming Decision Models for Asset and Liability Management |
Gautam Mitra & Katharina Schwaiger |
| 12:30 - 13:30 |
Lunch Break
|
|
| 13:30 - 14:30 |
Simulation and Performance Evaluation for Asset and Liability Management followed by Software Demonstration |
Katharina Schwaiger |
| 14:30 - 15:30 |
Risk Governance : An issue in distress
|
Dr H Sadhak |
| 15:30 - 16:00 |
Tea Break
|
|
| 16:00 - 17:00 |
PMPT: Achieving superior upside potential and controlling downside risk.
|
Gautam Mitra |
| 17:00 - 17:30 |
Discussion of day's topics.
|
Gautam Mitra |
Dates & Venues:
|
Date |
City |
Location |
| Day 1 |
13th January, 2011 |
Mumbai |
Hotel Lotus Suites |
| Day 2 |
14th January, 2011 |
Mumbai |
Hotel Lotus Suites |
Workshop Fees:
| Workshop |
Day 1 |
Day 2 |
Both Days |
| Industry |
Rs.9,500/- |
Rs.9,500/- |
Rs.17,000/- |
| Academic (Professors) |
Rs.6,500/- |
Rs.6,500/- |
Rs.12,000/- |
| Research Students |
Rs.4,500/- |
Rs.4,500/- |
Rs.8,000/- |
* Service Tax 10.3% Extra
*Register before 13th December and avail 10% discount. Service tax extra.
Payment Options:
1. Pay by Cheque/DD in favor of "OptiRisk Learning Systems (P) Ltd" payable at Chennai.
Send the cheque / DD to the following address along with the registration details.
OptiRisk Learning Systems (P) Ltd,
L-468, Ground Floor, 21st Cross Street ,
Thiruvalluvar Nagar, Thiruvanmiyur.
Chennai - 600041
Ph: 044 4501 8472 / Mob: +91 90945 32918
[ OR ]
2. Pay by bank transfer to the following bank account.
| Online Account Details : |
| Account Name: |
OptiRisk Learning Systems (P) Ltd. |
Account Number: |
30801187665 |
| Bank Name: |
State Bank of India |
IRTGS/NEFT/IFSC Code: |
SBIN0011721 |
| Branch : |
Valmiki Nagar Branch, Chennai |
MICR Code: |
600002157 |
Upon successful transfer of the payment, please send the transfer confirmation details to contact@optiriskindia.com.
Registration:
Offline Registration: Please complete registration form (last page of the brochure : click here to download) along with a payment of Rs. 10,479/- (For One Day) to the address mentioned in the registration form. Alternatively, you could call / email us to register: Padmakumar. Bala, at contact@optiriskindia.com.
Ph: +91 9094532918 / +91 44 45018472.
Contact Us
For registration and more information on the workshop or to find out about exhibition, sponsoring the workshop, please contact Padmakumar. Bala, at contact@optiriskindia.com.
Ph: +91 9094532918 / +91 44 45018472.
Brochure
Click here to download PDF version of the workshop brochure.