Mortality curves are a critical ingredient for the valuation of any longevity-related product (for example, pensions, life insurance, reverse mortgages). Typically, several statistical agencies provide mortality curves differentiated on gender […]

This session aims at explaining the sources of liquidity, the requirements and supervisory measures under Solvency II, possible approaches and metrics to monitor and manage this risk.   We start […]

The 4-day web session assists actuaries in broadening their knowledge about modern quantitative financial and actuarial modelling; these topics form an essential part of the CERA syllabus. At the beginning […]

The objective of this web session is to provide an educational experience by discussing the benefits, challenges, and concerns associated with these therapies. While from a mainly U.S. perspective, we […]

IFRS 17 requires that risks inherent in the cash flows of the insurance contracts are considered in measurement, differentiating between financial risks and non-financial risks. While the financial risks are […]

This session aims at explaining the evolution of the Volatility Adjustment (VA) under the current formula versus the new formula following the SII review and how the deficiencies have been […]

To enhance the applicability of the PAA, judgment of the details of the eligibility criteria is needed. We will discuss those details and the hurdles included. Further, we will discuss […]

The objective of this web session is to give an overview of these Cash Balance mechanisms and illustrate some interesting actuarial problems of the topic. In a first part, we […]

Technology drives actuarial calculations. The more and better we are able to calculate risks due to advances in technology, the regulators and auditors expect to see this embedded into companies. […]

Credit risk arises from the potential that a borrower or counterparty fails to meet its financial obligations. This can be related to a deterioration of the financial or liquidity position […]

Solvency II-Review was initiated in February 2019 with Commission’s request for technical advice to EIOPA. This advice constituted the basis for Commission’s proposal for an amendment of the SII-framework and […]