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

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Watch the webinar recording here.

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