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EAA Seminar "An Introduction to Economic Scenario Generators and their Validation" Feed RSS

Corsi di Formazione - 19/01/2017

Do you want to learn more about Economic Scenario Generators (ESG) because you deal with one or more applications of those? You are familiar with the basic concepts of financial maths? 

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 Institute of Actuaries in Belgium on 30/31 March 2017 in Brussels, 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 30 January 2017 only. After this date, the fee will be € 970.00 plus 21 % VAT. 

You may find all additional information attached and on our website incl. a registration form. An overview on the next upcoming events is enclosed 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 912554-342
Fax +49 221 912554-9342