Mario Zacharias is a Consultant at the Düsseldorf office of Milliman. While on secondment to the FSA, Russell played a key role in the development of the regulator’s approach to the review of risk-based capital under the Individual Capital Assessment (ICA) regime. Prior to joining Milliman, Russell headed Ernst & Young’s actuarial modelling services for Europe leading implementation of stochastic asset-liability models and the review of ESGs for some of the firm’s audit clients. Russell Ward is a Principal with Milliman, focusing on capital modelling, guarantee product development and ALM all of which involve the use of ESGs.

He has been part of the German Actuarial Society (DAV) working party dedicated to Economic Scenario Generators and taught Financial Mathematics at the University of Cologne. Michael has been dealing with various ESG aspects for about 10 years in the context of MCEV and Solvency II, including credit risk modelling and proxy modelling techniques such as Least Squares Monte Carlo. Michael Leitschkis is a Principal with Milliman.

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