- Diese Veranstaltung hat bereits stattgefunden.
EAA Web Session: Economic Scenario Generators Part II – Advanced Training for ESG Practitioners
20. Oktober 2021, 09:00 - 12:30
Eine Veranstaltung, die im Abstand von 1 Tag(en) um 09:00 Uhr beginnt und bis zum 20. Oktober 2021 wiederholt wird.
The Economic Scenario Generators (ESG) are at the core of stochastic models used by insurance companies. The applications of stochastic models are very diverse and include such applications as economic capital under Solvency II, ALM projections, dynamic hedging etc. Hence, practitioners have to keep abreast of the current ESG-related challenges and approaches to overcome these.
This web session builds upon the contents of our introductory ESG web session offered by the EAA in March 2021. We are now going to discuss a few advanced ESG related topics:
- Practical ESG calibration challenges
- Credit risk modelling challenges
- Fixed-income volatility challenges
- ESG and Least Square Monte Carlo
We expect that the participants of the upcoming web session are familiar with basic ESG concepts such as interest rate models or equity models, are not afraid of some technical cooking recipes from the ESG kitchen and are keen to discuss the practicalities of ESG work in the context of the current market environment and regulatory requirements.
Registration Deadline: 15 October 2021