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VCIA Webinar – “Navigating the Macro Landscape: Investment Strategy for Captive Insurance Programs”

Registration Deadline:
May 13, 2026
|
Class:
May 14, 2026

Instructors

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2026 VCIA Webinar – “Navigating the Macro Landscape: Investment Strategy for Captive Insurance Programs”

Thursday, May 14, 2026

2:00 – 3:00 pm EDT

Registration link: https://engage.vcia.com/events/event-registration/?id=bcb924b8-a113-f011-a4de-0022484dbfe9

Presenters:
Carl Terzer–Principal, CapVisor Associates
Jack Meskunas–Managing Director of Investments, Oppenheimer & Company Captive Insurance Management Advisor
Rajeev Sharma–Managing Director of Fixed Income Investments, Key Private Bank

Moderator: Karissa McDonough–Nottingham Trust

Program Content: 

The macroeconomic environment has grown increasingly complex, presenting captive insurance managers and their investment advisors with a dynamic set of challenges and opportunities. This webinar brings together three leading investment professionals — spanning captive advisory, institutional fixed income, and private banking — to examine how shifting monetary policy, interest rate cycles, credit market dynamics, and broader economic conditions are shaping captive investment portfolios today. Participants will gain actionable insight into how to align asset allocation and fixed income strategy with the unique regulatory, liquidity, and liability-matching requirements of captive insurance structures, and leave better equipped to communicate macro-driven investment rationale to captive boards and stakeholders.

Learning Objectives:
  • Upon completion of this program, participants will be able to:
    1. Identify key macroeconomic indicators — including Federal Reserve policy signals, yield curve shifts, inflation trends, and credit spreads — and explain their relevance to captive insurance investment portfolios.
    2. Analyze how current interest rate and fixed income market conditions affect asset-liability management strategies within single-parent, group, and association captive structures.
    3. Evaluate investment portfolio construction approaches — including duration management, credit quality laddering, and sector allocation — in the context of captive regulatory requirements and liquidity needs.
    4. Apply macroeconomic scenario analysis to assess risk and opportunity across captive investment mandates under varying economic outlooks.

CPE/CLE Credits: 1
Delivery Method: Group Internet Based
ICCIE Credit: 1 ACE CE and 1 ICCIE Teleconference Credit

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