Risk Book Series - Actuarial Model Risk Management for Rapid Decisions
April 22, 2021
08:30 - 09:30 EDT (click here to check your local time)
Have actuaries closed the gaps from the challenge to “Open the BlackBox”[1], or are users still stuck in the dark?
This webinar takes on the IAA’s latest observations on actuarial model risk management in the banking and insurance/pension sectors. It will touch upon the maturity and direction of travel of actuarial model management, in the context where rapid decisions are called upon in complex and volatile times.
This is a practical presentation. It shall provide a refresher on model life-cycle management. It will also highlight observations on existing roadblocks for actuaries and model risk developments in mature markets.
Speakers:
Jared Forman, FSA, CERA, FRM
Jared has over 15 years of consulting experience in the financial services and insurance industries. He is the Managing Partner for DHG’s Enterprise Risk & Quantitative Advisory practice and advises global financial institutions on large scale risk management & regulatory transformation initiatives including the development and implementation of various Enterprise Risk Management (ERM). He has supported many clients in their model risk management program development across the three lines of defence.
Jared is an active member of the SOA and the IAA, as well as the Global Association of Risk Professionals.
Aika Msuya, DNA NFF
Aika is a financial risk actuary with 15 years cross over background within the banking and insurance/pension industry. She specialises in pensions and model risk management; model risk oversight/validation of internal and regulatory capital risk models.
Aika is a member of the Norwegian Society of Actuaries (DNA), the Norwegian Society of Financial Analysts (NFF), IAA and PRMIA. She is also a supervisor at the University of Oslo, Norway.
IMPORTANT NOTES:
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