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    Gavin Conn

    Experienced life actuary; background in economic capital modeling; ALM specialist; IFRS 17 researcher

    As part of the insurance research team, Gavin Conn works alongside quantitative analysts to generate modeling techniques and tools for insurers. He specializes in capital and asset and liability management and has significant experience in developing Solvency II internal model solutions for insurers. Gavin’s current focus is on IFRS 17 and the practical and theoretical considerations for insurers as they prepare for implementation.

    education
    University of Cambridge: MA, Mathematics
    certifications
    • Fellow of the Faculty of Actuaries (FFA)
    Expertise
    solutions

    IFRS 17 Insurance Contracts: The Moody’s Analytics suite of software solutions, models, content, and services helps support the new requirements of IFRS 17 Insurance Contracts.

    Insurance Asset and Liability Management : Moody's Analytics insurance asset and liability management (ALM) solution provide scenario-based asset and liability modeling for insurers.

    TOPICS

    Asset Liability Management: Mechanism to address the risk banks face from a mismatch between assets and liabilities.

    Economic Risk Assessment: Quantitative economic assessment to help you understand the impact of forward-looking changes on the performance of your business and portfolios.

    Liability Valuation: Process of valuing a company's liabilities for financial reporting purposes.

    Representative Project

    Implemented proxy functions for a European insurer across multiple lines of business to enable calculation of the Solvency II capital requirement