Thursday, 05 December 2019
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08:45 - 09:00
Registration
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09:00 - 09:15
Introduction & welcome (EAA)
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09:15 - 10:30
Introduction to Economic Scenario Generators and Their Challenges
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10:30 - 10:45
Coffee Break
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10:45 - 12:30
Credit Risk Models and How to Calibrate Them
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12:30 - 13:30
Lunch
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13:30 - 15:00
Multi-Currency Framework: Modelling Dynamics of FX Rates
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15:00 - 15:15
Coffee Break
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15:15 - 17:00
Inflation Modelling Introduction and Case Study
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18:30
Dinner (approx.)