Tuesday, 19 June 2012 |
| 08.45-09.00 | Registration |
| 09.00 | Introduction & welcome and opening of day 1 |
| 09.10-10.30 | ORSA as part of Solvency II and its requirements (A. Schlögl) |
| 10.30-10.45 | Coffee Break |
| 10.45-11.30 | Case Study 1: How should the ORSA Approach look like in practise? |
| 11.30-12.30 | Key steps for successful ORSA implementation (J.-H. Lobregt) |
| 12.30-13.30 | Lunch |
| 13.30-14.30 | Risk Strategy and Risk Appetite and Limits (J.-H. Lobregt) |
| 14.30-15.30 | Case Study 2: How to validate standard formula assumptions? |
| 15.30-15.45 | Coffee Break |
| 15.45-16.15 | Presentation and discussion of workshop 2 results |
| 16.15-17.00 | Risk Identification (J.-H. Lobregt) |
| approx. 19.00 | Dinner |
Wednesday, 20 June 2012 |
| 09.00 | Opening of day 2 |
| 09.00-10.00 | Solvency II Market Value Balance Sheet and SCR calculations (S. Mainland) |
| 10.00-10.45 | Capital and Risk projection – A practical example (S. Mainland) |
| 10.45-11.00 | Coffee Break |
| 11.00-11.30 | Stress and Scenario Testing (S. Mainland) |
| 11.30-12.15 | Capital and Liquidity Management (A. Schlögl) |
| 12.15-13.15 | Lunch |
| 13.15-14.00 | Case Study 3: Design of the ORSA report |
| 14.00-15.00 | Design of ORSA report and setting up an ORSA project (A. Schlögl) |
| 15.00 | Concluding remarks, closing of seminar |
