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.