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:
Agenda
5:00 – 5:30 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.
June 22, 2023
5:00 PM - 7:30 PM
In-Person
Credit Suisse Zurich, Uetlibergstrasse 231, Zurich, 8045
Dr. Eva Schläpfer de Montmollin
Senior Risk modeler, SCOR
Alessandro Mauro
Director - Head of Risk department BGN
Jing Lue Gramespacher
Head of Methodology and Governance for Market and Liquidity Risk Credit Suisse Switzerland AG
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