Ordine Attuari

Leggi il contenuto della pagina | Accesso Rapido | Contatti



Albo, esame, oggetto della professione

Area Riservata

Accedi all'area riservata agli iscritti

Offerte di lavoro

Solo per iscritti, segui le offerte

Early Bird Reminder EAA Seminar "An Introduction to Economic Scenario Generators and their Validation" on 12/13 April 2018 in MadridFeed RSS

Corsi di Formazione - 12/02/2018

Dear Giampaolo

Do you want to learn more about Economic Scenario Generators (ESG) because you deal with one or more applications of those?

If so, please remember, that the early-bird registration deadline for the EAA seminar "An Introduction to Economic Scenario Generators and their Validation", organised in co-operation with the Instituto de Actuarios Españoles on 12/13 April 2018 in Madrid, is approaching.

In the seminar, we begin by describing random number simulation techniques, which underpin ESG work. We also talk about variance reduction techniques, which improve the efficiency / the precision of stochastic modelling. We move on to discuss risk-neutral equity modelling and interest rate modelling. We conclude our program on day 1 by considering real-world scenario generation.

On day 2, we talk about ESG validation aspects before moving on to the ESG applications. First, we introduce the ESG Rebasing technology, which allows the users to produce univariate and combined stress scenarios by recycling their baseline ESG package. We continue by discussing a case study of a UK Internal Model Firm, which has implemented Daily Solvency Monitoring to operationalize their Solvency II calculations for risk management purposes.

Please make sure to safe your place at the early-bird rate of € 790.00 plus 21 % VAT which is valid until 12 February only. After this date, the fee will be € 970.00 plus 21 % VAT.

You may find all additional information in this print version as well as on our website where you will find the registration forms. An overview on other upcoming events can be downloaded as well.
If you have any questions, please do not hesitate to contact us.

Best regards and we hope to be able to welcome you onsite.

Susanne Kade
Event Coordinator/Executive Assistant

EAA - European Actuarial Academy GmbH
Hohenstaufenring 47 - 51
50674 Cologne
Phone +49 221 912554-342f
Fax +49 221 912554-9341