Exhibit 23.1 Independent Auditors' Consent The Board of Directors Conning Corporation: We consent to incorporation by reference in the registration statement on Form S-3 of Conning Corporation of our report dated January 21, 1999 and to the reference to our firm under the heading "Accounting Experts" in the prospectus. /s/ KPMG LLP St. Louis, Missouri June 10, 1999