Bridging the Gap Series: Scenario Generators


November 13, 2016


Chicago Marriot Downtown Magnificent Mile
Chicago, IL

  • Technical Skills & Analytical Problem Solving
  • External Forces & Industry Knowledge
  • Strategic Insight and Integration
  • Results-Oriented Solutions

Registration is now closed. The SOA Customer Service Center is available to assist you Monday through Friday, 8:00 a.m. to 5:00 p.m. CDT. Please call +1-888-697-3900.


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.




Demonstrating the listening, writing and speaking skills required to effectively address diverse technical and nontechnical audiences in both formal and informal settings.

Professional Values

Adhering to standards of professional conduct and practice where all business interactions are based on a foundation of integrity, honesty and impartiality.

External Forces & Industry Knowledge

Identifying and incorporating the implications of economic, social, regulatory, geo-political and business changes into the design and delivery of actuarial solutions.


Initiating, innovating, inspiring, creating or otherwise acting to influence others regardless of level or role toward a common goal.

Relationship Management & Interpersonal Collaboration

Creating mutually beneficial relationships and work processes toward a common goal.

Technical Skills & Analytical Problem Solving

Applying the actuarial knowledge, skills and judgment required to provide value-added services.

Strategic Insight & Integration

Anticipating trends and strategically aligning actuarial practice with broader organizational business goals.

Results-Oriented Solutions

Providing effective problem solving that addresses relevant interests and needs.