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DTSTART;TZID=Europe/Amsterdam:20171206T090000
DTEND;TZID=Europe/Amsterdam:20171206T110000
DTSTAMP:20260410T115640
CREATED:20240327T190054Z
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SUMMARY:Webinar 'Equity Volatility Modelling and Forecasting'
DESCRIPTION:Do you want to gain a greater understanding of the characteristics of equity volatility\, and how this can be used to model and forecast equity volatility? \nIf so\, we invite you to join our webinar “Equity Volatility Modelling and Forecasting” on 6 December 2017 | 10:00 – 12:00 CET. \nWe will discuss two applications from this. Firstly how volatility measures can be used to value insurance guarantee liabilities\, and secondly how volatility forecasting can be used to manage volatility by means of dynamic asset allocation. We will include a discussion of strengths and challenges of different approaches\, as well as commentary on industry best practice. \nThe webinar will cover the following topics: \n•        Equity volatility: Statistical properties and behavioural characteristics\n•        Equity volatility: Short-term forecasting models and comparative strengths/challenges\n•        Realised volatility vs. implied volatility\, and the implied volatility premium\n•        Application 1: Market consistent valuation of insurance guarantee liabilities\n•        Application 2: Dynamic asset allocation strategies (volatility targeting and risk parity)\n•        How dynamic asset allocation strategies can be complementary to managing guarantees in a Solvency II framework
URL:https://actuary.eu/event/webinar-equity-volatility-modelling-and-forecasting/
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DTSTART;TZID=Europe/Amsterdam:20171211T090000
DTEND;TZID=Europe/Amsterdam:20171211T110000
DTSTAMP:20260410T115640
CREATED:20240327T190055Z
LAST-MODIFIED:20240415T160815Z
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SUMMARY:Webinar 'German Industry Standard for Category 4 PRIIPs'
DESCRIPTION:The PRIIP regulation will come into force on 01 January 2018. \nThis webinar will give an overview over the upcoming regulatory requirements of PRIIPs for insurers from a German point of view. In particular\, it will introduce the industry standard that will be applied by the German insurance industry in order to calculate PRIIP information. The focus will be on the mathematical modelling and its implementation\, as well as an explanation how the industry ended up using this standard.
URL:https://actuary.eu/event/webinar-german-industry-standard-for-category-4-priips/
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