AFIR-ERM Risk Book Series - Stress and Scenario Testing
January 26, 2021
08:30 - 09:30 EST (click here to check your local time)
Stress and scenario testing techniques have been adopted by actuaries for decades to aid their understanding of business model risk factors and resilience.
The speakers for this webinar will share insights into the call by central banks, regulators, as well as financial firms to assess and manage risks by way of stress and scenario testing. We will also discuss the evolution of actuarial stress testing and the integration with Big Data and AI sciences in recent years.
The webinar will be a real-time conversation with a senior insurance supervisor and a seasoned insurance practitioner/author in this subject matter.
Nicholas Dexter, FIA
Nick is a Senior Advisor team at the PRA and advises PRA senior management and supervision teams on technical areas such as Solvency II, IFRS 17, Climate Risk and insurance practice more generally. He currently is the vice-chair of the IAA’s Insurance Regulation Committee and a member of their Climate Risk Task Force. He is also a member of the UK actuarial profession's Practising Certificates Committee and the Financial Reporting Group which looks at IFRS reporting. Nick previously worked as a partner within both KPMG’s Actuarial and Insurance Risk practices.
David Sandberg, FSA, MAAA, CERA
Dave is currently a Senior Consultant with Charles Rivers and Associates, an advisor to SDI Refinery, an InsurTech start-up company, and was the co-author of the Risk Book chapter on Stress Testing. Dave’s background includes almost 30 years at Allianz Life of North America, a leading provider of individual retirement income solutions, with responsibilities for Financial Reporting, Solvency, Modelling, Experience Analysis, Government Relations, and Reinsurance. He is a former board member for the Society of Actuaries, the past chair of the International Actuarial Association’s Insurance Regulation Committee, the past president of the America Academy of Actuaries, and a current member of the Academy’s Data Science and Analytics Committee.
Once successfully registered, you will receive an automated response which will include a link to use to login on the day of the webinar.