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Follow on Google News | Matt Stahl, ASA, CERA, MAAA, Senior Director, FTI Consulting to Speak at the KC's EventFor further details, please visit: http://theknowledgegroup.org/ About Matt Stahl Matt Stahl is a senior director in the FTI Consulting Forensic and Litigation Consulting / Global Insurance Services practice and is based in Atlanta. Mr. Stahl is a credentialed actuary with 15 years of experience in risk management, actuarial analysis and financial reporting related to various insurance sectors including variable annuities, life, health, and disability insurance. Mr. Stahl came to FTI Consulting from ACE Tempest Life Reinsurance Ltd in Bermuda (ATLR) where he managed the financial reporting for a block of business with $1.5 billion in reserves. While serving as ATLR’s Financial Reporting and Life Actuary, Mr. Stahl developed and reviewed rating agency communications and SEC disclosures for the company. Mr. Stahl was part of a small team that liaised with the Bermuda Monetary Authority to assist in the development of the Bermuda Solvency Capital Requirement, part of Bermuda’s Solvency II equivalence initiative. Prior to taking on financial reporting duties, he was with ATLR’s risk management team and was deeply involved in modeling the liabilities of the variable annuity block, calculating reserves and fair value of liabilities for products with mark-to-market components. About FTI Consulting FTI Consulting, Inc. is a global business advisory firm dedicated to helping organizations protect and enhance enterprise value in an increasingly complex legal, regulatory and economic environment. With more than 4,200 employees located in 26 countries, FTI Consulting professionals work closely with clients to anticipate, illuminate and overcome complex business challenges in areas such as investigations, litigation, mergers and acquisitions, regulatory issues, reputation management, strategic communications and restructuring. Event Synopsis: Market security and economic stability are huge interests that every banking agencies aim to ensure and protect. Most financial institutions sought the assurance in attaining these goals by adopting Risk-Based Capital (RBC) and Liquidity Coverage Ratio (LCR) rules. Over the years, RBC has been widely embraced by banking agencies to keep markets efficient. Banks are obliged to sustain their operating losses by securing sufficient capital. Similarly, the LCR final rule also require banks to secure enough high quality liquid assets (HQLA) that can be easily converted into cash to sustain their “liquidity stress periods”. Considering the new challenges, risks and obligations enclosed in these provisions, banking agencies must prepare for the possible implications and changes along their way. In this CLE webinar, a panel of thought leaders assembled by The Knowledge Group will provide an overview of the latest Regulatory Changes regarding Risk-Based Capital and Liquidity Coverage Ratio Rules. The panel will help firms better understand the application of these changes and their consequences to your business. Key topics include: Risk-Based Capital and Liquidity Coverage Ratio Final Rule Similarities and Distinctions between the Rules Final Rules Requirements Regulatory Changes: Effects on Agencies Financial Effects Transition Period of the Rules · Compliance Risks and Penalties About The Knowledge Group, LLC/The Knowledge Congress Live Webcast Series The Knowledge Group, LLC was established with the mission to produce unbiased, objective, and educational live webinars that examine industry trends and regulatory changes from a variety of different perspectives. The goal is to deliver a unique multilevel analysis of an important issue affecting business in a highly focused format. To contact or register to an event, please visit: http://theknowledgegroup.org/ End
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