Networking Event: The Stochastic Full Balance Sheet Model (London)
London WC1V 7QJ
UK
How much surplus do we require under a 1inX event? This talk, by Bill Curry from LV=, aims to answer this question and will include an introduction to the use of stochastic full balance sheet models in addition to discussing the application of such models within risk management. The event is intended for Life actuaries who are interested in, risk management, risk appetite, proxy modelling, or ORSA. It is expected that those attending will have a working knowledge of proxy modelling and the key aspects of Solvency II. The talk will be followed by a networking reception.
Thursday 12th September 17:00 – 19:00 (17:30 start). Staple Inn Hall, £35 for members/non-members.
Register via: https://www.actuaries.org.uk/learn-develop/attend-event/networking-event-stochastic-full-balance-sheet-model