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Introduction to Economic Scenario Generators (ESGs)

Date
May 17, 2018

Competencies

Technical Skills & Analytical Problem Solving

 

Event Home | Registration | Presenter & Moderator | CPD

 

Presented by

Modeling Section

Time

Noon–1:30 p.m. ET

Location

This webcast takes place via the Internet.

Registration Fees

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.

Who Should Participate

Anyone who is interested in Economic Scenario Generators

Also, members of the following sections: Modeling Section, Financial Reporting Section, Investment Section

Description

This ESG webcast is an introductory course that will educate the audience regarding uses and techniques. We will discuss the following topics:

  1. Under what circumstances is it necessary to model the economic environment stochastically? 
  2. Where do we use risk neutral modeling or real-world modeling?
  3. Common approaches to modeling equity prices and interest rates.
  4. Calibrating your ESG using market prices and historical data.

This webcast will be followed by a second webcast in June that discusses a variety of advanced topics. 

How the live webcast works and what it includes

You do not need any special equipment. On May 16, 2018, before 2:00 p.m. ET you will be sent detailed webcast instructions via email including the Web address for accessing the live-streaming broadcast presentation. Any handouts that are available will also be sent.

Please review the  technical requirement sheet for the webcast platform with your IT department and make sure there aren’t firewall issues with audio streaming through your computers. You can test your computer using the following  link to ensure the audio streaming is working properly.

In addition, if you have Windows 7, we recommend using Firefox, Chrome or Edge - not Internet Explorer 11 – in order to avoid problems with streaming audio.