Scenario-based modelling is an established tool for risk management, but there are fresh challenges emerging around modelling of some risks – notably inflation, climate and complex assets.
Join InsuranceERM and SS&C Algorithmics for a webinar that will examine the growing ability to turn what historically has been a defensive exercise to protect the balance sheet, into a means for devising strategy, strategic asset allocation and uncovering new opportunities.
Christopher Cundy (Moderator)
Managing Editor, InsuranceERM
David Chen
Head of Market and Capital Risk, Just Group
Dr Paolo Laureti
Director, Insurance Products, SS&C Algorithmics
Robert Moorehead-Lane
Chief Risk Officer, Aventum Group
Simone Auer
Chief Risk Officer, Talanx
- Inflation and interest rate risk modelling: what have we learnt from two years of highly volatile rates in general?
- Climate scenario testing: making regulatory demands useful for the business
- Integrating migration and default risk within a scenario-based market risk assessment
- How the scenario modelling process connects to asset liability management and strategic asset allocation
- Building a team, a process and a system for fast and flexible simulations
