讲座：Evolution of Risk management under volatile markets, low rates and risk-based capital regimes
题 目：Evolution of Risk management under volatile markets, low rates and risk-based capital regimes
演讲人：Dr. Thomas Wilson, Chief Risk Officer, Allianz Group
主持人：吴文锋 教授 上海交通大学安泰经济与管理学院金融系
地 点：上海交通大学 徐汇校区安泰楼A407
Insurance is a technically demanding, risk-based, capital intensive business. It is therefore not surprising that the industry is fertile ground for the development of technical models used to measure and price risk and manage capital. This session presents the forces which have significantly influenced the evolution of risk and capital management techniques and organization in the insurance industry, including regulatory changes, financial market instability, enlightened self-interest and ultimately a focus on shareholder value creation. Combining over 20 years in the industry in risk and finance roles with a rigorous academic approach, the presenter will provide insights into the most important business questions which modern insurers face today and the technical tools and frameworks used to answer them.
Tom is Chief Risk Officer at Allianz Group, responsible for all of Allianz’s global insurance and asset management businesses. Prior to joining Allianz in 2008, Tom was the Chief Risk Officer for ING Insurance, joining in 2005; Global Head, Finance & Risk Practice at Oliver Wyman & Company (a consulting firm specializing in serving financial services firms in risk, strategy and organization) joining in 2002; CFO of Swiss Re New Markets joining in 1998 (responsible for the risk management, financial / management reporting, treasury and back-office operations for the alternative risk transfer and capital markets activities of Swiss Re); and, Global Head, Risk Management Practice, at McKinsey & Company, joining in 1990. Tom is widely published and is the author of Value and Capital Management: A Handbook for the Finance and Risk Functions of Financial Institutions published in the Wiley Finance Series. Publications of his book translated into Chinese, Korean and Japanese are forthcoming.
Tom has spent most of his professional career in Europe, having lived and worked in Munich, Amsterdam, New York, London and Zurich. Tom earned his BSc in Business Administration with honors from the University of California at Berkeley and his PhD in Economics from Stanford University. Tom is a dual American/Swiss citizen.