Description: 2021 Life Meeting - Session 5C: Assumption Setting in an Uncertain World 8.31.21 Recording

Description: Economic Scenario Generator - Investment Section Web Series Session #2 - Real World This session will cover the following points: 1. NAIC ESG 2. Strategic Asset Allocation and Optimization Techniques 3. Covid-19 Postmortem: Modeling and calibration changes because of recent events

Description: Economic Scenario Generator - Investment Section Web Series - Risk Neutral

Description: 2021 ImpACT Conference - Session 3B: Tax Changes During COVID-19 10.26.21 Recording

Description: The COVID-19 pandemic has had an impact on all aspects of daily life and its impact extends to how disability incidence may play out in the future. Product profitability will be shaped by how morbidity patterns, interest rate levels and other key drivers will play out into the future. In this session, our panel will discuss COVID’s impact on IDI morbidity experience as observed over the past 18 months, offer comparisons and insights in light of other insurance lines of business, and share emerging information on the on-going effects of Long COVID. Highlights will also include how regional differences and implications for insurers as the industry moves further into the COVID vaccine era.

Description: Living benefits (GLWBs) in fixed index annuity products are typically accounted for under SOP03-1 under current GAAP guidance. LDTI requires companies to classify these riders as Market Risk Benefit (MRB). This webcast focuses on challenges and considerations of the MRB implementation. Industry practices of the reserving approach will be shared during this webcast, as well as hedging and pricing implications.

Description: Economic Scenario Generator - Investment Section Web Series Session #1 - Fundamentals & Hot Topics This session will cover the following points: 1. Introduction: ESG Basics, What is Risk Neutral and Real World? 2. Interest Rate Modeling 3. Equity and Private Equity Modeling 4. Example use cases facing investment professionals and actuaries today

Description: With IFRS 17 effective this year, come learn about the performance management capabilities provided by IFRS 17 with traditional analysis under IFRS4, and with LDTI under USGAAP. You will begin with an introduction to the IFRS 17 landscape post implementation, followed by a comparison of profit measurement and earning analysis key performance indicators (KPIs) pre- and post-IFRS 17, and ends with an exploration of the common philosophy of earning recognition between LDTI and IFRS 17 beyond the calculation differences.

Description: Emerging Applications of ESG Methods offers ground-up insights on cutting edge applications of economic scenario generation. The course will focus on the incorporation of climate change risk in scenario modeling and investment applications of ESGs. The following topics will be covered: Approaches to climate risk modeling. Climate risk is very different than classical financial economic risk. Radical uncertainty is amenable to scenario analysis and lack of data. Building special deterministic scenarios that go beyond NGFS requirements as well as bespoke scenarios. Holistic Approach to Climate Risk Modeling. Overview of different Climate Risk Modeling Applications. Use of ESG scenarios for Strategic Asset Allocation (SAA). Liquidity risk management.

Description: Analyze the market volatility behavior in context with historical extreme events during this webcast. There will be a focus on understanding volatility clustering and relationships, both contemporary and temporal, in addition to key economic and capital market variables. You'll also learn from a comprehensive attribution analysis, which uses economic data, asset data, retail investor data and event data as explanatory variables. Dive into investment-related Reddit comments used to capture features of retail investors and tree-based models, including Random Forests and Gradient Boosting Machines to justify changes in volatility modeling. Expect this webcast to end with an example of liability-driven investment optimization that illustrates the potential impact of increased volatility assumption, how to adopt stochastic volatility models, how to reflect volatility clustering and return jumps.