GIRO 2023 Workshop A2: Current issues in capital modelling

This session is a follow-up to the speakers’ session from the 2022 General Insurance Spring Conference. Here they cover some of the recent discussion points and conclusions, covering topics such as: recent changes in market risk including inflation, interest rates, and correlation between market risk and insurance risk external models including economic scenario generators, cyber models, and climate change in natural catastrophe models risk metrics, alignment with plan, and one-year risk 

Speakers: Ajay Chhabra, James Toller, and Girinker Aggarwal, Members of the Capital Research Group