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