Programme

SEMINAR

17/18 Oct 2016 in Munich

Model Validation under Solvency II

Monday, 17 October 2016

08:45 - 09:00 Registration
09:00 - 09:15 Introdiction & welcome (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 Coffee 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 Coffee Break
15:15 - 17:00 Practical Exercise
18:30 Dinner (approx.)

Tuesday, 18 October 2016

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

4.1 of 5 Points

Venue & Accommodation

The seminar will take place at the

Hotel Courtyard by Marriott
Munich City Center
Schwanthalerstrasse 37
80336 Munich, Germany
Hotel website

We have arranged special prices for accommodation. The special price is 149 € per night, including breakfast and VAT. It is valid for bookings by 2 October 2016 out of our allotment “EAA Seminar”. Our allotment includes a limited number of rooms. Kindly book your accommodation directly with the hotel using this booking link and note the hotel’s cancellation policy.

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