Invite to discussion on dimension reduction techniques and forecasting interest rates

A free talk for actuarials on the methods used when forecasting interest rates will take place at Staple Inn, London on Tuesday 17 July 2012 at 18:00. The talk will help to broaden understanding on the following topics by,

· providing an overview of the methods available and their possible uses.

· Highlight the importance of the many assumptions and choices to be made by the modeller

 · Discuss how a business’s assets and liabilities should be considered when constructing an interest rate model

 · Place such issues in the context of a Solvency II internal model, touching on issues relating to curve fitting and tail behaviour.

 Guests are invited to turn up on the night and are invited to enjoy a free drink at buffet at a nearby pub after the talk. Please contact 0207 632 1498 for more information.

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