CERA
18 - 22 Sep 2017 in Vienna
CERA, Module B: Taxonomy, Modelling and Mitigation of Risks
Monday, 18 September 2017
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08:45 - 09:00
Registration
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09:00 - 09:15
Welcome & Introduction
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Peter Henseler
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09:15 - 10:45
Approaches and Models for Economic Valuation & Quantifying of Risks (Part I)
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Peter Henseler
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10:45 - 11:15
Coffee Break
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11:15 - 12:45
Approaches and Models for Economic Valuation & Quantifying of Risks (Part II)
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Peter Henseler
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12:45 - 13:45
Lunch
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13:45 - 15:15
Corporate Models and Proxy Modelling in Life Insurance
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Peter Henseler
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15:15 - 15:45
Coffee Break
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15:45 - 17:15
Risk Taxonomy; Strategic, Reputational and Liquidity Risk
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Peter Henseler
Tuesday, 19 September 2017
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09:00 - 11:00
Operational Risk (incl. Legal Risk)
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Professor Dr Hubert Bornhorn
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11:00 - 11:30
Coffee Break
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11:30 - 12:45
Introduction to Market Risk, Equity Risk (Part I)
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Professor Dr Hubert Bornhorn
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12:45 - 13:45
Lunch
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13:45 - 15:15
Introduction to Market Risk, Equity Risk (Part II)
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Professor Dr Hubert Bornhorn
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15:15 - 15:45
Coffee Break
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15:45 - 17:15
Property Risk and Currency Risk
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Professor Dr Hubert Bornhorn
Wednesday, 20 September 2017
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09:00 - 10:30
Interest Rate Risk (Part I)
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Dr Ingo Kraus, Dr Michael Leitschkis
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10:30 - 11:00
Coffee Break
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11:00 - 12:30
Interest Rate Risk (Part II)
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Dr Ingo Kraus. Dr Michael Leitschkis
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12:30 - 13:30
Lunch
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13:30 - 15:15
Credit Risk (Part I)
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Dr Ingo Kraus, Dr Michael Leitschkis
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15:15 - 15:45
Coffee Break
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15:45 - 16:30
Credit Risk (Part II)
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Dr Ingo Kraus, Dr Michael Leitschkis
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16:30 - 18:30
Variable Annuities
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Wolfgang Baumann
Thursday, 21 September 2017
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08:30 - 10:15
Premium Risk (Part I)
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Dr Steve Brüske, Viktor Turov
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10:15 - 10:45
Coffee Break
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10:45 - 12:30
Premium Risk (Part II)
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Dr Steve Brüske, Viktor Turov
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12:30 - 13:30
Lunch
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13:30 - 15:00
Reserve Risk
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Dr Steve Brüske, Viktor Turov
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15:00 - 15:30
Coffee Break
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15:30 - 17:30
Risk Transfer and Risk Analysis
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Dr Steve Brüske, Viktor Turov
Friday, 22 September 2017
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09:00 - 11:00
Underwriting Risk in Life and Health Insurance
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Peter Henseler
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11:00 - 11:30
Coffee Break
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11:30 - 12:30
Risk Management for Traditional Life Insurance business (Part I)
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Michael Klüttgens
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12:30 - 13:30
Lunch
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13:30 - 14:30
Risk Management for Traditional Life Insurance business (Part II)
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Michael Klüttgens
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14:30 - 15:00
Coffee Break
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15:00 - 17:00
Concentration Risk and Risk Aggregation
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Peter Henseler