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X-WR-CALDESC:Veranstaltungen für AKTUARVEREINIGUNG ÖSTERREICHS (AVÖ)
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CREATED:20211109T114048Z
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SUMMARY:EAA Web Session: Setting Up Discount Rates Under IFRS17: Getting the Job Done
DESCRIPTION:The IFRS 17 regulatory framework requires insurers to define the discount curve with respect to the liquidity characteristics of their liabilities. During this web session\, we will review the regulatory requirements and the two main approaches recommended. We will then detail the steps involved in the construction of the IFRS 17 discount curve and highlight the various possible choices. \nThis web session will first provide a presentation of the challenges related to the definition of the risk-free rate curve. This will be followed by a presentation of the approaches to assess the illiquidity of liabilities based on the link between the illiquidity of assets and liabilities. The presentation will then provide an overview of methodologies to quantify the illiquidity premium of an asset portfolio. \nOur research and development work on this topic\, coupled with our benchmark vision of market practices\, will allow us to present a wide range of available approaches and to describe their advantages and disadvantages from an operational insurance implementation perspective. \nRegistration deadline: 11 February 2022
URL:https://avoe.at/event/eaa-web-session-setting-up-discount-rates-under-ifrs17-getting-the-job-done/
LOCATION:Online-Veranstaltung (MS Teams)
CATEGORIES:European Actuarial Academy (EAA)
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