Programme

SEMINAR

12/13 Apr 2018 in Madrid

An Introduction to Economic Scenario Generators and their Validation

Thursday, 12 April 2018

09:45 - 10:00 Registration
10:00 - 10:15 Introduction & welcome (EAA)
10:15 - 11:45 Simulation of Random Numbers: Basic Recipes fom ESG Kitchen
11:45 - 12:15 Coffee Break
12:15 - 13:45 Risk Neutral ESG: Equity Modelling
13:45 - 14:45 Lunch
14:45 - 16:15 Risk-Neutral ESG: Interest Rate Modelling
16:15 - 16:45 Coffee Break
16:45 - 18:00 Real-World Scenarios: Basics and Case Study
20:00 Dinner (approx.)

Friday, 13 April 2018

09:00 - 10:30 ESG Validation Aspects
10:30 - 11:00 Coffee Break
11:00 - 12:30 ESG Rebasing, or How You Get More For Less
12:30 - 13:30 Lunch
13:30 - 15:00 Daily Solvency Monitoring: Case Study from a UK Internal Model Firm
15:00 - 15:05 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

H10 Puerta de Alcalá
Alcalá 66
28009 Madrid, Spain
Phone: +34 91 4351060
Hotel website

We have arranged special prices for accommodation. The special rate is 135 € per night including breakfast and VAT. It is valid for bookings by 22 March 2018 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 form, and note the hotel’s cancellation policy.

Gallery

Sponsor

CLASSIC Sponsor of the Seminar