Chapter Meeting

Switzerland

The Art and Science of Risk Modeling: Insights from Reinsurance

June 22, 2023

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

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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

Christian Schuetz
Executive Director Credit & Methodology Risk Change Head Model Architecture Europe Risk Control UBS AG

Alexandros Sanos
Global Director Sales Strategy & Execution Commodities Refinitiv

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