Missed our webinar "Scenario-based valuation of insurance liabilities under IFRS17"? Access it here
14 April 2022
If you missed the Scenario-based valuation of insurance liabilities under IFRS17 webinar on April 12 – you can access the presentation and recording here.
Risk-neutral scenarios enable actuaries to perform market-consistent valuation of liabilities for regulatory and accounting purposes, such as Solvency II and IFRS17. A risk-neutral scenario model that works out of the box, with easy-to-use tools for sensitivity analysis, increases operational efficiency.
The webinar covered:
The implications of IFRS17 for the valuation of embedded options and guarantees
How to combine stochastic simulation models with smart modeling of risk-neutral scenarios
Case study: turning an ALM model into a valuation machine to value the TVOG in par funds
Why stocks could be in the red this year and what to do about it
It hasn’t been since 2000 and 2001 that U.S. stock markets lost money in two consecutive years, but it’s something that could potentially happen again this year. Ortec’s modelling is pointing to negative equity returns over the next 12 months as the most likely market scenario. Pension funds with tactical or dynamic allocations at their disposal may want to temper their risk and consider fixed income instead.
Ortec Finance discusses with Responsible Investor on why high-quality climate data is essential for investors to map progress toward emission reduction goals and enable a successful transition to net-zero.
The Railways Pension Scheme is one of the UK’s largest and longest established pension funds. Our client case story highlights how we’ve enabled Railpen to take a holistic view of investments across multiple asset classes through our partnership with Burgiss.