EAA Seminar: "CERA, Module 0: A Refresher Course in Financial Mathematics and Risk Measurement"
Dezember 2-3, 2019All Day
"The 1.5 day seminar serves a double purpose. On the one hand, it is a bridging course designed to prepare actuaries with a more qualitative background for the quantitative parts of the CERA education. On the other hand, it is an independent refresher course for actuaries wanting to brush up their quantitative skills in the fields of financial mathematics and risk measurement.
This seminar is not a formal part of the CERA education.
Please visit www.ceraglobal.org for more information on the CERA designation."
EAA Seminar: "CERA, Module 0: A Refresher Course in Financial Mathematics and Risk Measurement"
Dezember 2-3, 2019All Day
"The 1.5 day seminar serves a double purpose. On the one hand, it is a bridging course designed to prepare actuaries with a more qualitative background for the quantitative parts of the CERA education. On the other hand, it is an independent refresher course for actuaries wanting to brush up their quantitative skills in the fields of financial mathematics and risk measurement.
This seminar is not a formal part of the CERA education.
Please visit www.ceraglobal.org for more information on the CERA designation."
EAA: "Economic Scenario Generators Part II: Advanced Seminar for ESG Practitioners"
Dezember 5-6, 2019All Day
"In the seminar, we begin by providing a broad overview of current ESG topics and their challenges. We then discuss credit risk models and good practices of their calibration. Next, we discuss risk-neutral multi-currency modelling from both theoretical and operational viewpoints. We conclude Day 1 by an introduction to inflation modelling and a corresponding case study.
On Day 2, our emphasis will be on practical aspects of interest rate model calibration relevant in Solvency II context. Firstly, we will examine the volatility calibration challenges arising from the mismatch between the EIOPA-prescribed yield curves and the market yield curves used by quotation platforms. Secondly, we will show how to determine which points of the volatility surface are particularly relevant for a life insurance portfolio and how to emphasize these points in the calibration process. We will conclude the seminar by a Least Squares Monte Carlo case study. "
EAA: "Economic Scenario Generators Part II: Advanced Seminar for ESG Practitioners"
Dezember 5-6, 2019All Day
"In the seminar, we begin by providing a broad overview of current ESG topics and their challenges. We then discuss credit risk models and good practices of their calibration. Next, we discuss risk-neutral multi-currency modelling from both theoretical and operational viewpoints. We conclude Day 1 by an introduction to inflation modelling and a corresponding case study.
On Day 2, our emphasis will be on practical aspects of interest rate model calibration relevant in Solvency II context. Firstly, we will examine the volatility calibration challenges arising from the mismatch between the EIOPA-prescribed yield curves and the market yield curves used by quotation platforms. Secondly, we will show how to determine which points of the volatility surface are particularly relevant for a life insurance portfolio and how to emphasize these points in the calibration process. We will conclude the seminar by a Least Squares Monte Carlo case study. "
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EAA Seminar: "CERA, Module 0: A Refresher Course in Financial Mathematics and Risk Measurement"