"Practical aspects of modelling assets in a Solvency II world - more complex than liability valuations?"
I was delighted to speak at an Institute of Faculty of Actuaries (IFoA) event, "Solvency II for Life Actuaries: From Measurement to Management", on 15 September 2016 in London.
My talk reviewed the practical aspects of the valuation of assets in a Solvency II world, highlighted some of the complexities that even fairly simple asset portfolios have and illustrated how firms might be able to review their operations to optimise this part of the valuation process.
For your interest, here are my slides. If you would like more information then please do get in touch.
For more information
OAC speaks to life actuaries about modelling assets at IFoA event
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