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 will 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
