»Seminars: Own Risk & Solvency Assessment (in the Context of Solvency II)«

28th/29th March 2012 | Vienna / Austria

Wednesday, 28th March 2012
09.00Introduction & welcome and opening of day 1 (A. Schlögl)
09.10-10.30ORSA as part of Solvency II and its requirements (A. Schlögl)
10.30-10.45Coffee Break
10.45-11.30Case Study 1: How should the ORSA Approach look like in practise?
11.30-12.30Key steps for successful ORSA implementation (J.-H. Lobregt)
13.30-14.30Risk Strategy and Risk Appetite and Limits (J.-H. Lobregt)
14.30-15.30Case Study 2: How to validate standard formula assumptions?
15.30-15.45Coffee Break
15.45-16.15Presentation and discussion of workshop 2 results
16.15-17.00Risk Identification (J.-H. Lobregt)
approx. 19.00Dinner

Thursday, 29th March 2012
09.00Opening of day 2
09.00-10:00Solvency II Market Value Balance Sheet and SCR calculations (S. Mainland)
10:00-10.45Capital and Risk projection - A practical example (S. Mainland)
10.45-11.00Coffee Break
11.00-11.30Stress and Scenario Testing (S. Mainland)
11:30-12.15Capital and Liquidity Management (A. Schlögl)
13.15-14.00Case Study 3: Design of the ORSA report
14.00-15.00Design of ORSA report and setting up an ORSA project (A. Schlögl)
15.00Concluding remarks, closing of seminar

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