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EAA Web Session "Economic Scenario Generators Part II: Advanced Web Session for ESG Practitioners" on 15 and 16 October 2020, each day from 9:00-12:30 CEST.
The Economic Scenario Generators (ESG) are at the core of stochastic models used by insurance companies. The applications of stochastic models are very diverse and include such applications as economic capital under Solvency II, ALM projections, dynamic hedging etc. Hence, practitioners have to keep abreast of the current ESG-related challenges and approaches to overcome these.
A broad overview of current ESG topics and their challenges will be provided in this web session. We will discuss credit risk models and good practices of their calibration and examine the volatility calibration challenges arising from the mismatch between the EIOPA-prescribed yield curves and the market yield curves used by quotation platforms. A Least Squares Monte Carlo case study will be discussed as well.
Are you already familiar with basic ESG concepts such as interest rate models or equity models? You are not afraid of some technical cooking recipes from the ESG kitchen and keen to discuss the practicalities of ESG work in the context of the current market environment and regulatory requirements? Then book now to save your place at the special early booking rate of € 290.00 plus 16% VAT until 15 August 2020. After this date, the fee for the online training is € 350.00 plus 16% VAT.
You can find all additional information on EAA website where you will find the registration form as well.
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