This document provides an agenda for the CAT Risk Management & Modelling London 2016 conference. The two-day conference will bring together re/insurance professionals, brokers, actuaries, modellers and other stakeholders to discuss advances in catastrophe risk modelling and management. Day one will include sessions on CAT modelling fundamentals, a US wind model comparison, and discussions on adopting multiple modelling approaches. Day two focuses on topics like custom catastrophe models, flood modelling, and exploring how advances in CAT modelling impact underwriting and pricing. The conference aims to facilitate collaboration on improving CAT risk analysis and response.

1. SPEAKERS INCLUDE:
Jeffrey Gall, VP – Head
of Hazard Research
– Validus Research,
Validus Re
Hjörtur Thráinsson,
Modelling Expert,
Munich Re
Iwan Stalder, Head
of Catastrophe
Management, Global
Underwriting, Zurich
Insurance Company
Fid Norton, Managing
Director & Deputy Chief
Enterprise Risk Officer,
XL Catlin
Frank Lavelle, VP,
Principal Engineer, ARA
Jayanta Guin, EVP,
Head of Research,
AIR Worldwide
Michael Young, Senior
Director, US Models
Product Management,
RMS
Tom Larsen, SVP,
Hazard Product Architect
(Spatial), CoreLogic
David Clouston,
Deputy Head, Exposure
Management &
Reinsurance, Lloyd’s
Karen Clark, President
and CEO, Karen Clark &
Company
Claire Souch, Head of
Model Development and
Evaluation, SCOR
Dickie Whitaker, Chief
Executive, Oasis Loss
Modelling Framework
Susan Penwarden,
Chief Underwriting
Officer, Commercial,
Corporate and Specialty
Lines, Aviva
Marc Lehmann,
Lead Partner & Head
of Catastrophe Risk
Management, Corporate
Clients, Willis Strategic
Risk Consulting
Imelda Powers, Global
Chief CAT Modeller &
Managing Director, Guy
Carpenter
Will Skinner,
Managing Director,
Aon Benfield Impact
Forecasting
Europe’s definitive and independent CAT risk event for all
modelling companies, brokers, regulators, reinsurance and insurance companies
Bringing the re/insurance industry together on an independent
and unbiased platform to promote collaboration and
advancement in CAT risk management and modelling globally
The increasing frequency and severity of catastrophic events
plaguing the region has instigated the need for re/insurers, brokers,
CAT modellers and developers alike to continue challenging inputs
and assumptions, synthesizing different models and improving
validation techniques. All of which are to advance the sophistication
of existing CAT models to better map, predict and manage the
occurrence of natural disasters worldwide.
The only independent global CAT Risk conference series for
all modelling companies, brokers, regulators and re/insurance
companies
As the 7th installment of the highly successful conference series,
CAT Risk Management & Modelling London 2016 is the region’s
leading dedicated CAT risk focused event providing an open and
engaging platform for leading international and local minds of CAT
risk to address the challenges that the re/insurance industry face in
light of recent events.
WHAT’S NEW IN 2016 – US Wind Model Comparison
session!
Following the success of our European Wind Model
Comparison session in London in Feb 2015, we are pleased
to announce the comeback of the industry’s renowned yearly
Model Comparison session on US Wind this coming 2016.
Led by renowned Model Comparison Session Facilitator
Federico Waisman of Ariel Re, don’t miss first-hand insights
from major modelling companies including AIR Worldwide,
CoreLogic, Impact Forecasting, RMS and ARA – whose
debut inclusion represents the largest testing of a new model
by the Lloyd’s market, for the market’s largest peril of US wind.
Federico Waisman, SVP
– Head of Research and
Development, Ariel Re
Peter Zimmerli, Head
of Atmospheric Perils,
Swiss Re
Carlo Casty, Team
Leader Zurich -
Catastrophe Risk
Modelling, PartnerRe
Alan Calder, Group
Head Catastrophe Risk
Management, Aspen Re
Media Partner
7th
installment
of the only
Global CAT Risk
conference
series!
London | 3-4 March 2016
REGISTER NOW! T: +44 20 3727 8584 www.catrisklondon.com
You may also be interested in attending:
London | 2 March 2016
London’s only dedicated ILS and CAT bonds forum for
investors, funds, brokers and re/insurance companies
Collocated with the CAT Risk Management and Modelling
conference in the same week, this event is a leading one-day
forum which will unite the capital markets and re/insurance
industry to explore and discuss the role of ILS and alternative
reinsurance capital in managing perils facing the industry and
optimising portfolio returns.
Visit www.ilscatbonds-london.com for more information.
...And more!

2. Understand how CAT models work, how they can
be applied to risk management strategies and their
impact on pricing and decision making
The past decade has borne witness to the devastation brought by
a string of natural disasters worldwide, ranging from inland floods,
earthquakes and major wind events.
The increased likelihood and complexity of such perils translate into
a critical need for the re/insurance industry to keep up with market
demand and anticipate future changes through the advancement of
modelling technology and risk mapping methodologies.
As the 7th installment of the highly successful conference series,
CAT Risk Management and Modelling London 2016 will bring
together the industry’s global brain trust to look at pressing issues
from specific CAT examples, their profound implications on different
aspects of re/insurance and risk management measures moving
forward.
Gain crucial CAT risk management and modelling insights
from the leading modelling firms and industry players to help
sharpen your company’s ability to navigate through this new
environmental risk paradigm.
Who Should Attend:
Send 3 delegates and receive a Group Discount
Re/Insurance
professionals Brokers
Actuaries and
consultants
Investors/
Investment banks
Technology
providers
Government
agencies
Modelling
companies
Underwriters
10 REASONS WHY YOU MUST ATTEND!
1. Over 250 attendees in London, 710 globally in both 2014
and 2015!
2. Compare and evaluate the use of major CAT models and
the role of open source platforms
3. Examine how data and technology will advance the
understanding, response and risk management strategy in
and beyond cat modelling
4. Appreciate how models are being applied and critiqued
from the end-user perspective
5. Understand the current trajectory for CAT modelling and
risk management and where the greatest developments
are being made
6. Understand the various methodologies used to model risk
and how historical losses can be applied to aid model
adjustments
7. Extrapolate the relationship between next gen cat
modelling and other aspects of re/insurance including
underwriting, pricing, actuarial functions etc.
8. Explore best practice in integrating financial models into
traditional cat models and their implications
9. Challenges in managing multiple views of risk and what
model results mean for your business
10. Scrutinise the development of new models
REGISTER NOW! T: +44 20 3727 8584 www.catrisklondon.com
Programme-at-a-Glance
DAY ONE
Catastrophe risk management and mitigation
It starts with data – filling the blanks
Enterprise management systems
Part 1: Model comparison – US wind
Part 2: Results output
Part 3: Panel – Model comparison and analysis
Part 4: Model comparison follow-up -
The End-User perspective
DAY TWO
Building bespoke catastrophe models on
the new open loss modelling platforms
Market Panel: Adopting multiple modelling platforms
European flood modelling
US Flood modelling
Best practice for modelling treaty business
Re/insurers’ Panel: Changing pricing approaches with
advancement in CAT models
Broker Panel: Mature CAT models
Over 710 key stakeholders registered for previous CAT
Risk Management Modelling Australasia, Asia and
London events, with representation from the major
segments of the industry including re/insurance, brokers,
modelling companies, technology providers, regulators
and DFA companies.

3. 8:30 Registration and Welcome Coffee
8:50 Chairperson’s Opening Address
Federico Waisman, SVP – Head of Research and Development,
Ariel Re
CAT MODELLING MANAGEMENT FUNDAMENTALS
9:00 Catastrophe risk management and mitigation
• Setting the stage: Challenges of managing multiple views of risk
• What it means to have multiple views of catastrophe risk
• Role of future underwriter/cat modeler, and impact on Lloyd’s
• Potential future changes to PRA/Lloyds (treatment of emerging
markets etc
• CAT 2025: Anticipating future challenges and trends in CAT risk
management
David Clouston, Deputy Head, Exposure Management
Reinsurance, Lloyd’s
9:30 It starts with data – filling the blanks
• Data quality – isn’t it good enough already?
• What can you do about poor quality exposure data?
• It’s not just for CAT Modelling
• Where can it go from here?
Gavin Lewis, Commercial Director, ImageCat
10:00 Enterprise management systems – best fit for now and the
future
• Do you need cat models to aid underwriting?
• The advancement in technology’s impact on daily portfolio
optimization and pricing
• Detailed event response to catastrophes and formulate risk
strategy to drive greater insight and profitability
• The application of treaty risks within enterprising systems
• How to implement within a worldwide organization
• Improvements in managing terrorism risk, and emerging risks
such as cyber
Panellist(s):
Justin Davies, Director of OPEN Xposure Business Unit, XUBER
Luke Norman, Exposure Management Consultant, NIIT Technologies
11:00 Morning Break
MODEL COMPARISON
11:30 PART ONE: US Wind model comparison
• Introduction and overview of the model comparison
Federico Waisman, SVP – Head of Research and
Development, Ariel Re
PART TWO: Results and Output
• CAT model results from the Oasis project
• Examining individual model findings from single data set
13:00 Networking Lunch
14:00 PART THREE: Panel Discussion: Model comparison and
analysis
• Model validation and testing: is there enough consistency
and transparency?
• Comparing outcomes in various scenarios and its impact
on risk management
• Interpreting modelled losses and factors driving output
discrepancies
• What to do when models disagree and what this means
for risk-based decision making
• QA
Session Moderator: Federico Waisman, SVP – Head of
Research and Development, Ariel Re
Panellists:
Jayanta Guin, EVP, Head of Research, AIR Worldwide
Tom Larsen, SVP, Hazard Product Architect (Spatial), CoreLogic
Frank Lavelle, VP, Principal Engineer, ARA
Michael Young, Senior Director, US Models Product
Management, RMS
15:30 Afternoon Tea
16:00 PART FOUR: Model comparison follow up analysis: The End-
User Perspective
• From an end user’s perspective: Scenario analysis and model
testing
• Comparing outcomes in various scenarios and its impact on risk
management
• Interpreting modelled losses and factors driving output
discrepancies
• What to do when models disagree and what this means for risk-
based decision making
• QA
Session Moderator: Dickie Whitaker, Chief Executive, Oasis Loss
Modelling Framework
Panellists:
Carlo Casty, Team Leader Zurich - Catastrophe Risk Modelling,
PartnerRe
Jeffrey Gall, VP – Head of Hazard Research – Validus Research,
Validus Re
Claire Souch, Head of Model Development and Evaluation, SCOR
Iwan Stalder, Head of Catastrophe Management, Global
Underwriting, Zurich Insurance Company
17:00 Chairman’s summary and conclusions
Provide a wrap-up of the day, and point the way to Day Two
17:15 End of Day One and Networking Drinks
Thursday, 3 March 2016
Programme Day One
SPONSORSHIP OPPORTUNITIES
Why choose the CAT Risk Management and Modelling 2016
Conference Series?
Collocated with the ILS and CAT Bonds London conference in
the same week, this event is unique in that it provides an independent
and unbiased platform to promote collaboration and advancement in
CAT risk management and modelling in the world’s most important
markets (USA, London/Europe, Australia Asia).
Attracting regional and local insurance/reinsurance companies,
brokers and other industry players the event is designed to cost-
effectively bring you face-to-face to network and do business with
your potential prospects and current clients!
For details on available sponsorship packages and to obtain
a sponsorship prospectus, contact Ryan Hamill at
Ryan.Hamill@aventedge.com
REGISTER NOW! T: +44 20 3727 8584 www.catrisklondon.com

4. Friday, 4 March 2016
Programme Day Two
8:30 Registration and Welcome Coffee
9:00 Chairperson’s opening address
David Clouston, Deputy Head, Exposure Management
Reinsurance, Lloyd’s
CAT MANAGEMENT – THE FUTURE?
9:10 Building bespoke catastrophe models on the new open loss
modelling platforms
• Why and how insurers are customizing their own catastrophe
models on the new open loss modeling platforms
• Running multiple models versus one open model representing
your view of risk—the pros and cons
• Additional risk metrics available on the new platforms for
managing exposure concentrations and “informal” risk
tolerances—Characteristic Events (CEs)
Karen Clark, President and CEO, Karen Clark Company
10:00 Market Panel: Adopting multiple modelling platforms within
an organisation
• Do re/insurers want more than one model?
• Pros and cons, and what has hindered the wide take up of
‘independent’ models
• How much can an organisation take on internally… Is
outsourcing the answer?
• Where is this all heading… what will be done in the short and
long term?
• What difference will it make to underwriting/cat modelling, and
the market as a whole
Session Moderator: Dickie Whitaker, Chief Executive, Oasis Loss
Modelling Framework
Panellists:
Alan Calder, Group Head Catastrophe Risk Management,
Aspen Re
Alan Godfrey, Head of Exposure Management, Asta Managing
Agency
Rick Thomas, Executive Director, Head of Strategy (Willis
Research Network), Willis
Mark Weatherhead, Managing Director, Head of Model
Development, Guy Carpenter
Peter Zimmerli, Head of Atmospheric Perils, Swiss Re
11:00 Morning Break
FLOOD MODELLING
11:30 European flood modelling considerations as a global reinsurer
• Challenges of using flood models for pricing and accumulation
• Review of recent events
• Using experience to validate model output
Kirsten Mitchell-Wallace, EMEA Regional Head, Catastrophe
Management, SCOR
Roger Bordoy, Catastrophe Risk Analyst, SCOR
12:10 Joint presentation: US Flood Risk – Best approach to
manage risk
• Model methodology: major differences between models
• Assessing the risk parameters: weather, topography, geocoding,
and advancement in data
• Analysing how flood models have evolved in recent years and
what this means for re/insurers
Dag Lohmann, CEO, KatRisk
Jayanta Guin, EVP, Head of Research, AIR Worldwide
Will Skinner, Managing Director, Aon Benfield Impact Forecasting
13:00 Networking Lunch
CAT MODELLING AND INSURANCE PRICING
14:00 Best practice for modelling treaty business
• Pros and cons of financial models in traditional CAT models
• Best practice and how to develop this into your organisation
• Methodologies for blending models
• Impact of various CAT model output on complex financial
structure
• Interpellation of results into capital models
14:45 Re/insurers’ Panel: Changing pricing approaches with
advancement in CAT models
• Will Next Gen CAT modelling create changes of approach to
underwriting, actuarial functions, capital requirements, and
reinsurance?
• From the underwriting perspective: Balancing cost, time, and
trust in current and future CAT modeling approaches – will you
ever have all the information you require in one place?
• Will we be any closer to the differences in the real world v model
world
• Future changes in the underwriting, broking and CAT modeling
functions
• Latest innovations and limitations of the current model paradigm:
How will re/insurers cope with cyber risk?
Panellists:
Paul Gates, Actuary, Allied World Re
Fid Norton, Managing Director Deputy Chief Enterprise Risk
Officer, XL Catlin
Susan Penwarden, Chief Underwriting Officer, Commercial,
Corporate and Specialty Lines, Aviva
Bruno Ritchie, Director of Underwriting Active Underwriter, Argo
Global
15:45 Afternoon Break
16:15 Broker Panel: Mature CAT Models
• Pros and cons of models in North America/Europe/Japan
• Who is/are the market leader(s) and why?
• Lessons learnt from recent events
• Application of CAT models when addressing data quality issues
• Comparing various methodologies used to model risk
• Applying historical losses to aid model adjustment
Session Moderator: Hjörtur Thráinsson, Modelling Expert, Munich
Re
Panellists:
Imelda Powers, Global Chief CAT Modeller Managing Director,
Guy Carpenter
Marc Lehmann, Lead Partner Head of Catastrophe Risk
Management, Corporate Clients, Willis Strategic Risk
Ian Scott, Senior Risk Modeller, Capsicum Re
Paul Miller, Head of International Catastrophe Management,
Aon Benfield
17:15 Chairperson’s Closing Address
REGISTER NOW! T: +44 20 3727 8584 www.catrisklondon.com
Vladimir Kostadinov, Associate, TigerRisk
Oliver Baltzer, Chief Technical Officer, Analyze Re

5. Wednesday, 2 March 2016
8:30 Registration and Welcome Coffee
9:00 Chairperson’s opening address
Steve Evans, Owner Editor, Artemis
MARKET OVERVIEW
9:10 2015 in Review: Market update and emerging trends in ILS
• The rise of ILS CAT Bonds in a changing environment e.g. major market
moving events, factors contributing to the ongoing market growth
• Key drivers impacting issuance, allocation, the investor landscape and capital
flows into cat bonds, collateralised re and sidecars
• Assessing how the ILS market has performed in 2015 so far: From the market
shrink in 2015 H1 to $25bn bond on-risk, notable developments in non-cat
bond fields
• Continuing and emerging trends: trigger and coverage type, capital and new
entrants –Where will 2016 bring us?
Des Potter, Managing Director and Head of GC Securities* MA Advisory –
EMEA, Guy Carpenter
9:40 Putting ILS and CAT bonds on the investor radar
• Understanding the unique risk/return characteristics of an ILS/CAT bond
portfolio and the importance of education in the asset class
• Investor perspective: Demand, risk, due diligence, investment duration,
consultant approach, choosing investment managers that suit etc.
• Balancing the needs between investors and sponsors
• Understanding and managing portfolio performance and diversification by
identifying the most effective combinations of investments
• Making ILS more attractive for investors, e.g. improving transparency, fees
and costs, terms and conditions etc.
Robert Howie, Principal, Head of ILS Research, Mercer
10:10 Morning Break
INVESTMENT RISKS AND RETURNS
10:40 CAT bond trading market liquidity: A look at the secondary market
trading in ILS
• Understanding the role of the secondary market in ILS: Is there a value to
liquidity?
• Overview of the secondary ILS market: How has it changed over the years?
How have bond prices been driven and reacted to events?
• Understanding the dynamic of secondary market trading and the benefits it
brings
• Evaluating the potential growth of secondary ILS trading and its implications
on the reinsurance capital markets e.g. investors, buyers etc.
Steve Emmerson, Head of ILS Insurance Desk, Tullett Prebon
11:10 Investor Panel: Utilising ILS as a vehicle for uncorrelated returns
• Key factors and challenges impacting investment decisions into the ILS sector
– when, how and why hasn’t it happened yet for some
• Investor perspective: Supply/demand, risks, due diligence, capital allocation,
investment approach and manager selection
• Achieving best risk adjusted returns: Which characteristics of the ILS space do
investors ‘appreciate’ the most? What safeguards are investors looking for?
• How have ILS return profiles fit or beat investors’ expectations, despite
sliding rates?
John Wells, Chairman, Leadenhall Capital Partners
12:00 Private ILS: An inaccessible and illiquid asset class?
• Defining the private ILS market and comparing/contrasting this with the
traditional CAT bond space
• Understanding the illiquidity premium associated with Private ILS investments
• Identifying potential pitfalls for investors within Private ILS and addressing
these concerns
• Innovation through non-natural peril investments and the benefits of such
opportunities
Sandro Kriesch, Managing Partner and Head of Private ILS, Twelve Capital
12:30 Networking Lunch
PRICING AND STRUCTURING
1:30 Issuer’s perspective: The ILS pricing puzzle
• Understanding why ILS and cat bonds are attractive to sponsors and what
boosts issuance from sponsors
• What market trends are driving current low prices and how does that benefit
sponsors?
• Analysing and investigating pricing models for ILS
• Examining the relationship between traditional reinsurance and ILS pricing:
How do sponsors consider ILS within their overall reinsurance tower?
Natalie Kraus, Senior Origination Manager, Munich Re
2:00 Analysing new features and developments in structuring ILS contracts
• Overview of the latest structural trends and features in ILS contracts – how
they have and will continue to develop
• Key considerations when drafting contracts within ILS arrangements to
avoid disputes
• Negotiating and drafting effective alternative reinsurance structures:
Structures, pricing and trigger mechanisms
• The rise of collateralised re and creating additional capacity: CAT Bonds,
sidecars and ILWs
Quentin Perrot, Vice President of Insurance-Linked Securities (ILS),
Willis Capital Markets Advisory
2:30 Afternoon Tea
EMERGING MARKETS AND THE FUTURE OF RE/INSURANCE
3:00 Panel Discussion: Insights into CAT bonds prospects in penetrating
emerging markets
• Tapping into new emerging markets: Spreads, growth opportunity and capital
allocation
• Risk and geographical diversification of CAT bonds: New perils beyond US
wind, other corners of the market e.g. Asia ex-Japan, South America and the
growth of China’s reinsurance industry
• Examining the correlation between insurance penetration levels and CAT
bonds in emerging markets
• Overcoming challenges on issuance and suitability and adapting to local
market needs
• Utilising CAT bonds as development-focused risk transfer financing tool
Session Moderator: Dr. Roman Muraviev, Executive Director, Head of
Catastrophe Bonds, Twelve Capital
Panellists:
Chris Parry, Managing Director, Head of Capital Markets for International,
Aon Securities
Stephen Moss, Director, Capital Market Solutions, RMS
Simon Young, Chief Executive Officer, ARC Insurance Company
Henning Ludolphs, Managing Director, Retrocessions and Capital
Markets, Hannover Re
3:50 ILS and Re/Insurance 2030: New lines of business and the future of ILS
• Contemporary trends in non-CAT fields: Mortality, cyber and terrorism ILS,
pandemic risks, life and healthcare etc.
• Opportunities and challenges in the coexistence of traditional reinsurance and
collateralised re/ILWs
• The changing dynamic of the industry: Collateralised re, ILS v reinsurance,
new use-cases for ILS cat bond structure
• Assessing scope for growth in the ILS market: The extended effect of global
reinsurance MA – Where do growth opportunities lie for ILS?
Jean-Louis Monnier, Head of PC Structured Solutions UK Africa, ILS
EMEA, Swiss Re Capital Markets
4:20 Chairperson’s Closing Address
4:30 End of Conference
REGISTER NOW! T: +44 20 3727 8584 www.catrisklondon.com
ILS CAT Bonds London 2016
CONFERENCE AGENDA
Michael Knecht, Partner, SIGLO Capital Advisors
Alex Neve, Director of Fixed Income, Univest Company

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