07/03/2012

Presentazione 'Principles and Models for the Embedded Value calculation' - Prima parte

In allegato trovate la presentazione fatta dal Comitato Regionale FVG sui principi di calcolo dell'Embedded Value - Prima parte

Gli argomenti trattati sono:

1. Methodological Aspects: from the Traditional to the Market Consistent Embedded Value
2. CFO Principles: the MCEV framework
3. Stochastic scenarios: calibration and validation
4. Asset and Liabilities valuation: looking for a consistent approach through the risk free definition
5. The MCEV calculation: a simple and "practical" example