Description: Hear about modernized reporting capabilities and technical analysis, which is enabled through access to deep actuarial and financial planning data. The webcast will focus on a real post-Long Duration Targeted Improvements (LDTI) source of earnings analysis and on a high-level LDTI forecasting capability.

Description: Reunite with members and non-members in the China actuarial community to discuss recent topics and related issues in areas such as macroeconomic sharing, IFRS 17, product strategy, cross-border communication and discussion, and more. Advance your career through learning and networking opportunities, and share your experiences in the finance and insurance industries, as well as other fields related to actuarial science.

Description: Learn how modernization of data, models, and technology are influencing workflows. This webcast will address how workflows are changing in response to new regulatory requirements and the impacts the changes have on modeling and end-to-end future state operating models. Industry leading actuaries will discuss: How team collaboration can increase quality and speed of reporting to internal and external stakeholders How to strengthen controls and compliance frameworks across finance and actuarial departments How to modernize actuarial input/output for strategic analysis and insights How to attract and retain top talent by improving opportunities for actuaries There will also be dedicated time to ask questions of those who have made the transition.

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.

Description: Gather with members and non-members in the China actuarial community to discuss recent topics and related issues in areas such as macroeconomic sharing, pension, investment, product strategy, and more.

Description: Internal modernization initiatives and external changes of the financial reporting regulations (e.g., LDTI, IFRS 17) increase the amount of validation activities for actuarial models. In addition, the use of predictive analytics in actuarial modeling requires a different set of validation skillsets/techniques in model validation. These internal and external forces call for a structured, streamlined and robust model validation practice.