EAA Web Session: Volatility Adjustment under Solvency II
Announcement from the EAA organiser:
This session aims at explaining the evolution of the Volatility Adjustment (VA) under the current formula versus the new formula following the SII review and how the deficiencies have been addressed. We also focus on how to manage basis risk coming from the VA as part of the ORSA.
The purpose is to explain the objective of the VA, the current formula plus the deficiencies identified by EIOPA. We then present the new formula consisting of a permanent VA and macro-VA. We finally tackle the contributors of over/undershooting effects of the VA and bring additional Actuarial thoughts.
Click here to make a reservation. Your early-bird registration fee is € 150.00 (net) / € 178.50 (incl. VAT, if applicable) until 11 December 2024. After this date, the fee will be € 195.00 (net) / € 232.05 (incl. VAT, if applicable).
Click here. (Note: timing via that link is in CEST [Central European Summer Time].)
Daphné has about 20 years of professional experience. She is mainly specialized in life insurance actuarial techniques, pension funds and risk management. She has worked on diverse functions: Solvency II implementation, risk management, financial and prudential audit, IFRS 17 implementation, Sustainability Projects and M&A. She is an active Actuary at European level within the Actuarial Association of Europe (AAE) (Vice-Chair Insurance Committee, Solvency II, and Sustainability).