Programme

SEMINAR

13/14 Oct 2014 in Budapest

Model Validation under Solvency II

Monday, 13 October 2014

08:45 - 09:00 Registration
09:00 - 09:15 Welcome and opening (EAA)
09:15 - 10:15 Introduction to the Solvency II standard formula and related concepts: Modelling risk factors and their impact
10:15 - 10:30 Coffe Break
10:30 - 12:30 Market risk: interest rate, spread, and FX risk
12:30 - 13:30 Lunch
13:30 - 15:00 Market risk: equity and property risk
15:00 - 15:15 Coffe Break
15:15 - 17:00 Practical Exercise
18:30 Dinner (approx.)

Tuesday, 14 October 2014

09:00 - 10:30 Life Risk: Mortality, longevity, surrender and expense risk
10:30 - 10:45 Coffee Break
10:45 - 12:30 Application and validation of aggregation formulae and their underlying assumptions
12:30 - 13:30 Lunch
13:30 - 15:10 Practical Exercise
15:10 - 15:15 Concluding remarks, closing of seminar (EAA)

Seminar Details

Programme

CPD Credits

Participant Feedback

4.08 of 5 Points

Venue & Accommodation

The seminar will take place at the hotel

Eurostars Budapest Center
Kossuth Lajos utca, 7-9, 1053 Budapest, Hungary
Phone: +36 1 328 5202
Fax: +36 1 268 0001
www.eurostarsbudapestcenter.com

We arranged special prices for accommodation. The special price is 79 € per night for a single room, including breakfast and taxes. It is valid for bookings by 14 September 2014 out of our allotment “EAA Seminar”. Our allotment includes a limited number of rooms. Kindly book your accommodation directly with the hotel, and note the hotel’s cancellation policy.

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Sponsor

SUPERIOR Sponsor of the Seminar