November 13, 2016
Chicago Marriot Downtown Magnificent Mile
Competency (Learn more)
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1:00 - 5:00 PM
Special new topic and seventh in the series!
Scenario generators are quantitative tools that have been widely and successfully used by insurance companies to better quantify, understand and manage risks in an environment where risks appear to be seemingly become more event-driven (e.g. terrorism, Ebola, credit defaults, elections, central banks) and correlated as economies become more globalized.
Starting with an overview of different equity and interest rate scenario generators, this half-day seminar will go on to discuss the pros and cons associated with many of these widely used generators, how stress scenarios can be chosen and how best to understand the subtleties associated with implementing these generators in practice. The seminar concludes with a discussion on how all these generators can integrated (and modified) so as to be able to better quantify and understand risks arising from exposure to all asset classes (e.g. mortality, real estate, inflation, interest rates, equities, commodities, etc.) at an enterprise-wide level.
Who Should Attend
Risk managers, risk officers, corporate actuaries, appointed actuaries, investment actuaries, product development actuaries, pricing actuaries, valuation actuaries, software vendors, consultants, investment bankers, derivatives professionals, analysts and regulators.