Interest Rate Modelling in Times of Low and Negative Interest Rates – Best Practices and Recent Developments

Do you want to know how the various challenges of low and negative interest rate can be tackled when it comes to modelling topics insurance companies are facing, for both, risk-neutral valuations as well as real-world forecasting applications?

Do you want to gain a deeper understanding of state of the art techniques for interest modelling in times of low and negative interest rates?

If so, the EAA invite you to join their webinar "Interest Rate Modelling in Times of Low and Negative Interest Rates – Best Practices and Recent Developments" on 21 November | 10:00 - 12:00 CET. The registration fee for the webinar is € 100.00 plus 19 % VAT only.
 

The aim of this webinar is to provide an overview on interest rate modelling in times of low and negative interest rates, including state of the art approaches, industry best practices and a detailed case study applying these models. The webinar covers both, risk-neutral valuations as well as real-world forecasting applications. A particular focus will be put on recent developments triggered by the low and negative interest rate environment.
 

For more information please see this print version as well as the EAA's website where you will also find the registration form.