Validation
Wed, 20 Feb
|See-Club Zug
With the advent of risk-based solvency and quantitative risk management, the question of the accuracy of risk modelling has become central for the acceptance of the results both by management and regulators. Model validation is at the heart of gaining trust with the quantitative assessment of risks.
Time & Location
20 Feb 2019, 13:30 – 22 Feb 2019, 18:30
See-Club Zug, Chamerstrasse 33, 6300 Zug, Switzerland
Guests
About The Event
Prime Re Academy is pleased to invite you to attend the second workshop of the Capital Modelling Week in Zurich, Switzerland, in February 2019. Focus will be set on the following topic:
Validation
We suggest also signing up for the Risk, Capital and Solvency Models – an ORSA Perspective workshop
With the advent of risk-based solvency and quantitative risk management, the question of the accuracy of risk modelling has become central for the acceptance of the results of models both by management and regulators. Model validation is at the heart of gaining trust with the quantitative assessment of risks.
Unfortunately, the usual statistical techniques do not work for the validation of risk models as we lack sufficient data to significantly test the results of the models. Indeed, we will never have enough data to statistically estimate the significance of the VaR at a probability of 1 over 200 years or…
Tickets
Regular price
In combination with the workshop “Risk, Capital and Solvency Models - an ORSA Perspective” a discount of CHF 1’000 is granted. If you do wish to attend both workshops, then click on the ticket of CHF 2'600 (discount included).
CHF 1,800.00Sale endedAttending both workshops
Please choose this ticket if you wish to attend both workshops.
CHF 2,600.00Sale endedFor unemployed participants
The fees include: - the workshop - the documentation - the prototypes in Excel® - the dinners and lunches - all Swiss taxes The fees will be refunded in total in case of cancellation before 6 February 2019 or if the workshop must be cancelled.
CHF 600.00Sale ended