CPD: Mortgage loan valuations: best practices (12/02/2025) (17h00 - 18h00) (1 CPD)
The valuation of mortgage loans is part of the supervisory scope of the NBB.
With the increasing focus of the NBB on this topic, this session discusses best practices for mortgage valuation models, lessons learned from the market, and pros and cons when choosing your valuation methodology.
Key topics discussed, include the following:
- Why insurance companies invest in mortgage loans
- Comparative analysis of top-down and bottom-up approaches in spread modelling
- Prepayment models
- Implications on balance sheet management
- Lessons learned from the Dutch market
Speakers:
- Romain de Harlez, Consulting Actuary at Milliman - IA|BE Qualified Actuary
- Job Prince, Principal at Milliman
Practical information:
The session will be organized by using MS TEAMS.
Participants will receive the TEAMS link the day before the session will take place.
Language: English.
In case of any question, please contact us.