CERA, Module D: ERM – Economic Capital

Event Type
EAA Seminar

First day: Wednesday, 11th March

Start time: 9.15 am

Second day: Thursday, 12th March

Start time: 9.00 am

Sallés Hotel Pere IV , Calle Pallars 128-130, 08018 Barcelona, Spain

The seminar is concerned with the question of economic capital in corporate management. Key aspects are

  • economic valuation and performance
  • economic steering
  • key performance indicators
  • value based management

A simplified case study for a life insurer shows in a nutshell the central aspects of corporate management in practice. The course consists of lectures and workshops. Participants are encouraged to bring their own topics to discussion.

Fee for this CERA seminar module: € 850 plus 21% VAT

The seminar fee includes participation and seminar material.

Differing from the previous years, please note that the seminar fee includes not only the participation and seminar material but also the hotel package fee for the catering (coffee breaks, lunches incl. one soft drink and coffee/tea, and mineral water/apple juice in the seminar room) already. Accommodation, breakfast and dinner are not included in this package fee.

For further and extended information, please see attached below.

If you would like to make a reservation for this event, please register here.

Dr Anja Blatter, Benedikt Schierl, Dr Ralph Schuster, Dr Thomas Viehmann and Dr Markus Wadé
Biographical details

Dr Anja Blatter

Anja Blatter is a professor for quantitative methods in finance. She teaches courses in predictive analytics and quantitative risk management. Prior to her professorship, Anja was employed by Munich Re. She served as a Senior Actuary in the Life Risk Management unit. Moreover, she is experienced in risk modelling and biometric studies.

Benedikt Schierl

Benedikt Schierl is an actuarial Consultant at BELTIOS GmbH. He holds a diploma in mathematics from LMU Munich. Benedikt worked in several Projects on ALM- and ProjectionTools. He is a member of the German Actuarial Association.

Dr Ralph Schuster

Ralph Schuster is Senior Risk Analyst in the Integrated Risk Management at Munich Re. He works in the Group Actuarial Function on topics covering both life as well as non-life. His previous positions include operative departments, product development as well as controlling. He is a member of the German Actuarial Association and active in the committee for talent development. In addition, he has a lecturing assignment with a university of applied sciences and a coaching and consultancy company. Ralph holds a PhD and master degree from the University of Freiburg.

Dr Thomas Viehmann

Thomas Viehmann is a mathematical modelling consultant and managing director of MathInf GmbH. He has years of experience with stochastic modelling of assets, insurance and risks in the economic capital models. Beyond insurance, his modelling focus is on AI applications, in particular natural language processing, explainability and uncertainty in the context of neural networks. He also is one of the top independent contributors to the popular PyTorch AI framework. Thomas has a Ph.D. in mathematics from the University of Bonn and is a qualified actuary with the German Actuarial Association.

Dr Markus Wadé

Markus Wadé is a Senior Risk Manager in Munich Re’s Integrated Risk Management division. His field of activity includes the development of accumulation and stress test scenarios for Munich Re’s global business operations, and the refinement of risk identification tools and methods. He is also part of the editorial team for the quarterly internal risk report for the Board of Management and Supervisory Board. Before joining Munich Re, Markus worked in quantitative credit risk management in various financial institutions. He holds a PhD for a thesis about the estimation of country risks for credit portfolio models. Markus studied economics at the University of Regensburg and Wesleyan University (USA)

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