EAA Web Session: Practical Techniques from Asset Management Less Known to Actuaries

Various practical techniques and insights used in institutional asset management are less known to actuarially trained persons. As is often the case with practical applications, when you have seen an example, you appreciate a method.

The course is divided into two-morning sessions from 9:00 to 12:30 with a half-hour break.

The course has two aims. Foremost the goal is to illustrate practical examples of handy techniques. Furthermore, familiarity with a process or method is only helpful if the background and conditions are elucidated.

Some techniques covered are:

• A method to arrive at a well-considered choice.
• Insight into the application of Chaos Theory.
• An extended version of the well-known SWOT method.
• Visual aid for a project and progress control.
• Parameterization of the yield curve.
• Transforming liability cash flows into an investable portfolio.
• A saddle point as optimum.

Anmeldeschluss: 2023-11-14