CERA
26 - 30 Sep 2022
Web Session: CERA, Module B: Taxonomy, Modelling & Mitigation of Risks
Monday, 26 September 2022
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09:00 - 09:15
Welcome and Introduction
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09:15 - 10:45
Approaches and Models for Economic Valuation & Quantifying of Risks (Part I)
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10:45 - 11:15
Break
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11:15 - 12:45
Approaches and Models for Economic Valuation & Quantifying of Risks (Part II)
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12:45 - 13:45
Break
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13:45 - 15:15
Corporate Models and Proxy Modelling in Life Insurance
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15:15 - 15:45
Break
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15:45 - 17:15
Risk Taxonomy; Strategic, Reputational and Liquidity Risk
Tuesday, 27 September 2022
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09:00 - 10:45
Premium Risk (Part I)
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10:45 - 11:15
Break
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11:15 - 13:00
Premium Risk (Part II)
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13:00 - 14:00
Break
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14:00 - 15:30
Reserve Risk
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15:30 - 16:00
Break
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16:00 - 18:00
Risk Transfer and Risk Analysis
Wednesday, 28 September 2022
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09:00 - 11:00
Interest Rate Risk (Part I)
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11:00 - 11:15
Break
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11:15 - 12:15
Interest Rate Risk (Part II)
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12:15 - 13:00
Break
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13:00 - 14:15
Credit Risk (Part I)
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14:15 - 14:30
Break
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14:30 - 15:45
Credit Risk (Part II)
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15:45 - 16:00
Break
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16:00 - 18:00
Risk Management for Traditional Life Insurance Business
Thursday, 29 September 2022
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09:00 - 11:00
Operational Risk (incl. Legal Risk)
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11:00 - 11:30
Break
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11:30 - 13:00
Introduction to Market Risk, Equity Risk (Part I)
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13:00 - 14:00
Break
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14:00 - 15:15
Introduction to Market Risk, Equity Risk (Part II)
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15:15 - 15:45
Break
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15:45 - 17:15
Property Risk and Currency Risk
Friday, 30 September 2022
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09:00 - 10:30
Underwriting Risk in Life and Health Insurance
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10:30 - 11:00
Break
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11:00 - 12:30
Underwriting Risk in Life and Health Insurance
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12:30 - 13:30
Break
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13:30 - 15:30
Concentration risk and Risk Aggregation
