Stress tests and scenario testing of economic variables are important modeling techniques used by pension and investment practitioners for regulatory requirements and strategic planning. This webinar focuses on considerations and best practices in choosing long-run assumptions in these models, including the level of conservatism, time horizons and modeling techniques—based on recent industry research into stochastic scenarios. Then our focus will turn to the low economic growth environment and going beyond regulatory requirements to strategically address potential interest rate environments.
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1.80 SOA CPD
1.80 EA Non Core
1.50 CIA
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Fee:$144.00*Other discounts may apply
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Presented By:
Investment Section
Retirement Section
