Schedule of Risk Mitigation
| On Tuesday 2 April: | |
| 17:00 - 18:00 | First Part |
| 18:00 - 18:15 | Break |
| 18:15 - 19:30 | Second part |
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From 17:00 to 18:00
First Part
- Review of liability risks
- Scenarios from the SII framework - Risks not covered by the SII framework
- Risk Mitigation - Different providers and counterparty risk
- Standard risk mitigation techniques
- Recent trends in risk mitigation techniques
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From 18:15 to 19:30
Second part
- Standard formula vs partial internal model impact
- Risk transfer measurements
- Risk appetite and internal KPI's
- Expected impact of IFRS 17