16/17 Nov 2023
Practical Techniques from Asset Management Less Known to Actuaries
Various practical techniques and insights used in institutional asset management are less known to actuarially trained persons. As is often the case with practical applications, when you have seen an example, you appreciate a method.
The course is divided into two-morning sessions from 9:00 to 12:30 with a half-hour break.
Organised by the EAA – European Actuarial Academy GmbH.
The online course suits any actuarially trained person interested in learning simple and effective techniques. The web session is particularly beneficial for someone who has been working for five years or more and wants to broaden her/his skills as a senior. There are no technical requirements, but some experience with Excel and Python is helpful.
The course has little added value if one wants to prepare for a CFA or risk management certificate.
Please check with your IT department if your firewall and computer settings support web session participation (the programme Zoom will be used for this online training). Please also make sure that you are joining the web session with a stable internet connection.
Purpose and Nature
The course has two aims. Foremost the goal is to illustrate practical examples of handy techniques. Furthermore, familiarity with a process or method is only helpful if the background and conditions are elucidated.
Some techniques covered are:
- A method to arrive at a well-considered choice.
- Insight into the application of Chaos Theory.
- An extended version of the well-known SWOT method.
- Visual aid for a project and progress control.
- Parameterization of the yield curve.
- Transforming liability cash flows into an investable portfolio.
- A saddle point as optimum.
The language of the web session will be English.
Roland van den Brink
Roland has 35 years of experience in the pensions industry, where he held investment-related and senior management positions. He is the founder of TrigNum. Before TrigNum, Roland was a member of the Executive Board of MN, a Dutch pension delivery organisation, and Managing Director of Investments for the Pension Fund Metalektro.
Roland has been active in various international contexts, such as the European Pensions Circle and the European Pension Fund Investment Forum. Roland was President of the Royal Dutch Actuarial Society from 2003 through 2007.
Roland graduated cum laude in 1982 as a mathematician specialising in Chaos theory. Besides his investment qualification (RBA), he has a master’s in actuarial sciences (AAG).