IA|BE Solvency II Advanced Module - First Pillar: SCR Interest
Join us for a focused two-hour deep dive into Solvency II Pillar 1, with a special focus on the Advanced Standard Formula approach for Interest Rate risk (SCR Interest).
During this session, we will revisit the standard methodology before moving into the advanced treatment of interest rate risk, including the underlying modelling choices, calibration considerations, and how these affect the Solvency Capital Requirement. Practical implications for insurers will be discussed, including balance sheet sensitivity and risk management perspectives.
While the session is designed for actuarial professionals, it is also suitable for non-actuaries working in risk, finance, or related functions who wish to strengthen their understanding of interest rate risk under Solvency II.
The session will be delivered in English, and a Teams link will be shared two days prior to the session.
Schedule of CPD: Solvency II Advanced - Pillar I: SCR Interest
| On Tuesday 5 May: | |
| 16:30 - 18:30 | Solvency II Advanced - Pillar I: SCR Interest By DE LEVAL Daphné |