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EAA Web Session 

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Are you interested in understanding and evaluating interest rate risk under Solvency II?

This brand-new session aims at explaining the evolution of the interest rate capital requirement under the current formula versus the new formula following the SII review and how the deficiencies have been addressed.

The purpose is to explain how the current SCR interest has been calibrated based on Principal Component Analysis and the need for changes in a low interest environment. Daphné de Leval - your lecturer with about 20 years of professional experience - will then describe the new relative shifted approach and preliminary impact assessments. She will also address the question on the change in interest rate volatility in a very high or very low interest rate environment.

Your early-bird registration fee is € 100.00 plus 19% VAT for bookings by 20 December 2023. After this date, the fee will be € 140.00 plus 19% VAT.

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Coming soon...

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Practical Techniques from Asset Management Less Known to Actuaries |
16/17 November 2023

CERA 0: A Refresher Course in Financial Mathematics & Risk Measurement | 27/28 November 2023

Telematics and Actuarial Pricing | 15 December 2023

...and a lot more! Explore our website for more information or download our overview.

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actuarial-academy.com

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