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WEB SESSION

15/16 Oct 2020

ESG Part II – Advanced Training for ESG Practitioners

Thursday, 15 October 2020

  1. 09:00 - 10:30 Introduction to Economic Scenario Generators and Their Challenges
  2. Alexandre Boumezoued
  3. 11:00 - 12:30 Fixed Income Volatility Calibration Challenge: EIOPA Nominal Yield Curve is not the Market Curve
  4. Paul Bonnefoy

Friday, 16 October 2020

  1. 09:00 - 10:30 Credit Risk Models and How to Calibrate Them
  2. Pierre-Edouard Arrouy
  3. 11:00 - 12:30 Case Study: ESG and Least Squares Monte Carlo Proxy Modelling
  4. Michael Leitschkis
  5. All the above times are given in CEST.
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