The Economic Scenario Generators (ESG) are at the core of stochastic models used by insurance companies. The applications of stochastic models are very diverse and include such applications as economic capital under Solvency II, ALM projections, dynamic hedging etc. Hence, practitioners have to keep abreast of the current ESG-related challenges and approaches to overcome these.

This seminar builds upon the contents of our introductory ESG seminar offered by the EAA in March 2020. We are now going to discuss advanced ESG related topics, eg.:

• Practical ESG calibration challenges
• Inflation modelling and application
• Credit risk modelling challenges
• Multi-economy modelling
• ESG and Least Square Monte Carlo

We expect that the participants of this advanced seminar are familiar with basic ESG concepts such as interest rate models or equity models, are not afraid of some technical cooking recipes from the ESG kitchen and are keen to discuss the practicalities of ESG work in the context of the current market environment and regulatory requirements.

Join our EAA seminar „Economic Scenario Generators Part II: Advanced Seminar for ESG Practitioners” which is organised on 15/16 October 2020 in Stockholm, Sweden, in co-operation with the Svenska Aktuarieföreningen!

The early bird price is € 840.00 plus 25% VAT for bookings by 15 August 2020. After this date, the fee will be € 990.00 plus 25% VAT.

Please find all additional information in this print version as well as on our website. An overview on other upcoming events can be downloaded as well.

You are interested in this advanced seminar on ESG but would like to brush up on your knowledge of basic ESG concepts first? Join our seminar „An Introduction to Economic Scenario Generators and their Validation”! More information is available on our website.