Programme

SEMINAR

29/30 Apr 2014 in Prague

Discount Rates in Financial Reporting - A Practical Guide

Tuesday, 29 April 2014

08:45 - 09:00 Registration
09:00 Introduction & welcome and opending of day 1
09:00 - 09:45 Introduction to discounting and discount rates
Purpose and objectives when discounting
09:45 - 10:30 Risk-free rates
10:30 - 10:45 Coffe Break
10:45 - 12:30 Decomposition of discount rates
Illiquidity premium
Implementation under Solvency II
Practical case study: How discounting has been used in EEV/MCEV
12:30 - 13:30 Lunch
13:30 - 15:00 Extrapolation of yield curve
Credit and liquidity risk
Inflation
15:00 - 15:15 Coffe Break
15:15 - 17:00 Currency and sovereign risk
Implications for Solvency II and EEV/MCEV
18:30 Dinner (approx.)

Wednesday, 30 April 2014

09:00 Opening of day 2
09:00 - 10:30 Case Study 1: Estimation and Extrapolation of Yield Curve
Case Study 2: Replicating Portfolios
10:30 - 10:45 Coffee Break
10:45 - 12:30 Case Study 3: Development of Illiquidity Premium
12:30 - 13:30 Lunch
13:30 - 15:00 Risk Neutral Economic Scenario Generators: introduction to the concepts and notations
15:00 - 15:15 Coffee Break
15:15 - 16:45 Dynamics and calibration of interest rate models Excel examples
16:45 - 17:00 Concluding remarks, closing of seminar (EAA)

Seminar Details

Programme

CPD Credits

Participant Feedback

4 of 5 Points

Venue & Accommodation

The seminar will take place at the

Hotel Century Old Town Prague, Na Porici 7,
11000 Prague 1, Czech Republic
Tel. +420/221 800 800
Fax: +420/221 800 801
www.hotelcenturyprague.com

We have arranged special prices for accommodation: A single room costs € 99 per night incl. breakfast, VAT. This price is valid for bookings out of our allotment “EAA Seminar” until 31 March 2014. Please book your accommodation directly with the hotel. Kindly book early, as our allotment includes a limited number of rooms, and note the hotels’ cancellation policy.

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