Webinar recording: Smart modeling of risk-neutral scenarios
26 November 2021
If you missed the Smart Modelling of Risk-Neutral Scenarios webinar on November 23 – you can access the presentation, the recording, and our risk-neutral scenario brochure 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.
In this webinar, our in-house experts discussed how a fast, stable and efficient reporting process can be achieved by making smart choices in the modelling and calibration of risk-neutral scenarios.
The webinar covered:
Smart modelling and calibration choices
How to achieve robust calibrations
How to perform sensitivity analysis in an efficient way
Stuck between high inflation and financial instability webinar
Join us on our April 20 webinar where our in-house experts Tom Janssen and Job van der Wardt will be guiding you through our Quarterly Scenario outlook ‘Stuck between high inflation and financial instability?’
Ortec Finance has been named as one of the worlds most innovative WealthTech companies of 2023
For the fifth consecutive year, Ortec Finance is proud to be included in the annual WealthTech100 list as one of the most innovative technology solution providers in the rapidly expanding WealthTech sector.
This blog post explores three approaches to measuring the impact of liabilities on SAA: actuarial simulation, replicating portfolio, and product-based dynamic liability modelling. It also compares the advantages and disadvantages of each approach in terms of accuracy and runtime efficiency, highlighting the benefits of a dynamic liability modelling approach as a fast, flexible, and efficient solution for multi-scenario SAA analyses in a full ALM context.