EAA Web Session ‚Assets and Liabilities Management Part 2: Advanced‘

The aim of this training is to
Define what ALM is and describe the typical missions of an ALM department in an insurance company
Present the financial risks on which ALM classically focus as well as the requirements of the Solvency II regulation for insurance companies
Describe the essential quantitative ALM tools and methods used by insurance companies to evaluate and mitigate the risks
Illustrate the different concepts through numerical examples and case studies to make it practical and not just theoretical

This second part is more advanced and intended for those wishing to gain more in-depth expertise on the topics. It includes some mathematical technicity, but nothing that goes further than a solid high school level.