Chapter Meeting

Switzerland

The Art and Science of Risk Modeling: Insights from Reinsurance

June 22, 2023

This chapter meeting has passed.

Overview

Internal models for reinsurance companies serve many purposes beyond the calculation of solvency capital requirements. They are a risk management system for the analysis of the overall risk situation of the (re)insurance undertaking, to quantify risks and/or to determine the capital requirement based on the company specific risk profile.

In this presentation our speaker, Dr. Eva Schläpfer de Montmollin, a Senior Risk Modeler at SCOR, will discuss:

  • The typical risks and challenges in reinsurance modeling
  • How to model dependencies between those risks
  • Internal models and their use cases
  • How to consider systemic and long-term risks like climate change or inflation

Agenda

5:005:30 pm: Registration

5:30 – 5:35 pm: Welcome and Introductions

5:35 – 6:30 pm: Presentation with Q&A

6:30 – 7:30 pm: Networking Reception

Attendees qualify for 1 GARP CPD credit.

Details

June 22, 2023
5:00 PM - 7:30 PM

In-Person

Credit Suisse Zurich, Uetlibergstrasse 231, Zurich, 8045

Speakers

Dr. Eva Schläpfer de Montmollin

Dr. Eva Schläpfer de Montmollin
Senior Risk modeler, SCOR

Chapter Directors

Alessandro Mauro
FRM

Jing Lue Gramespacher
Head of Methodology and Governance for Market and Liquidity Risk Credit Suisse Switzerland AG



Committee Members

Alexandros Sanos
Global Director Sales Strategy & Execution Commodities Refinitiv

Giorgia Nasso
Trading and Treasury Advisory | Manager PricewaterhouseCoopers AG

Savvas Stampolloglou
Group Data Management Product Manager UBS AG

Thierry Schnyder
Head of Risk Assessment Bank for International Settlements – BIS

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