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DTSTART;VALUE=DATE:20260217
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SUMMARY:EAA Web Session CERA\, Module A: Quantitative Methods of ERM
DESCRIPTION:The 4-day web session assists actuaries in broadening their knowledge about modern\nquantitative financial and actuarial modelling; these topics form an essential part of the CERA syllabus. At the beginning of the online training we give a brief overview of the EAA-route to the CERA designation. The core part of the web session begins with an introduction to the modern theory of risk measures. Next\, a number of statistical techniques are discussed\, that are highly\nactuarial-academy.com relevant for the analysis of actuarial and financial data and for the model-building process in risk management. Among others\, we will consider extreme value theory\, dependence modelling\, copulas\, and various aspects of integrated risk management. The training continues with an introduction to the modelling and the management of interest rate and credit risk. In particular\, participants will learn how to price simple interest options or Credit Default Swaps\, how to account for counterparty risk and how to deal with credit portfolio risk.\nThe web session consists of lectures and exercise sessions. In fact\, exercise sessions\, where various exercises and supplementary examples are discussed\, form an integral part of the seminar: they help the participants to understand the qualitative and quantitative techniques introduced in the lectures\, and they are a key element in the preparation for the CERA exam.
URL:https://avoe.at/event/eaa-web-session-cera-module-a-quantitative-methods-of-erm-5/
LOCATION:Online/Streaming
CATEGORIES:European Actuarial Academy (EAA)
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DTSTART;TZID=Europe/Vienna:20260217T170000
DTEND;TZID=Europe/Vienna:20260217T180000
DTSTAMP:20260424T154445
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SUMMARY:AMC: Spread Risk in Balance Sheet Valuation and Projection: Options and Guarantees
DESCRIPTION:As a major risk driver and source of income\, spread risk is often overlooked when it comes to the risk neutral valuation of the options and guarantees and the real-world projection for e.g. asset liability management\, capital planning or ORSA calculations. In this talk\, we will discuss taking the spread risk into account for both valuation and projection. \nAbout the speaker\nDr. Marcel Smith FRM is a principal consultant and one of the founding partners of MavenBlue. Marcel has headed investments and risk at several insurance companies in the Netherlands and abroad and is an expert in financial risk management\, asset liability management\, product development\, operations research\, quantitative modelling and parallel computing. \n  \nVortrag im Rahmen des Actuarial Modelling Clubs (AMC). \nTeilnahme in Präsenz an der TU Wien als auch online möglich.\nDie AVÖ vergibt für die Teilnahme an dieser Veranstaltung 1 CPD-Punkt.\nEs gibt keine Teilnahmegebühr. \nDie Firma MavenBlue lädt im Anschluss an den Vortrag zu einem Umtrunk mit Brötchen ein! \nFür Details und Anmeldung siehe Veranstaltungsseite:\nhttps://fam.tuwien.ac.at/vr/20260217.php\nAnmeldeschluss: 2026-02-17 \n 
URL:https://avoe.at/event/amc-spread-risk-in-balance-sheet-valuation-and-projection-options-and-guarantees/
LOCATION:Freihaus Hörsaal 8 TU Wien\, Wiedner Hauptstraße 8-10\, Wien\, Wien\, 1040\, Österreich
CATEGORIES:Actuarial Modelling Club (AMC)
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