Programme

SEMINAR

27/28 Oct 2014 in Zurich

Discount Rates in Financial Reporting: A Practical Guide

Monday, 27 October 2014

08:45 - 09:00 Registration
09:00 - 09:15 Welcome and opening (EAA)
09:15 - 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 - 16:45 Currency and sovereign risk
Implications for Solvency II and EEV/MCEV
16:45 - 17:00 Conclusion of first day, question and answer
18:30 Dinner (approx.)

Tuesday, 28 October 2014

09:00 - 10:30 Economic Scenario Generators
Case Study: Estimation and Extrapolation of Yield Curve
10:30 - 10:45 Coffee Break
10:45 - 12:30 Case Study: Option Pricing
12:30 - 13:30 Lunch
13:30 - 15:15 Case Study: Replicating Portfolios
Case Study: IFRS: Accounting for Changes in Discount Rates
15:15 - 15:30 Coffee Break
15:30 - 16:55 Case Study: IAS 19
16:55 - 17:00 Concluding remarks, closing of seminar (EAA)

Seminar Details

Programme

CPD Credits

Participant Feedback

3.92 of 5 Points

Venue & Accommodation

The seminar will take place at the hotel

Holiday Inn Zürich Messe
Wallisellenstrasse 48, 8050 Zurich, Switzerland
Phone: +41 41 443 16 11
Fax: +41 44 316 11 01
www.holidayinn.com/zurichmesse

We have arranged special prices for accommodation: A single room costs CHF 260 per night incl. breakfast and VAT. This price is valid for bookings out of our allotment “EAA Seminar” until 28 September 2014. Please book your accommodation directly with the hotel. Kindly book early, as our allotment includes a limited number of rooms, and note the hotel’s cancellation policy.

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