PBR Bootcamp: Asset Modeling (Part 2)

May 17, 2023 | Noon to 1:30 p.m. EDT | USQS CE Available

Slides and audio are now available. To view them, log in to your Academy member account.

ABOUT THIS WEBINAR

Part 2 of our discussion on asset modeling, part of the broader monthly PBR Bootcamp series, took deeper dive into hot topics, including:

• Net asset earned rate (NAER) topics;
• Negative Interest Rates; 
• Review of key basic asset concepts;
• Other non-vanilla assets - existing;
• Other non-vanilla assets – reinvestments;
• Modeling non-vanilla assets: structured assets;
• PBR scenarios vs other real-world scenarios;
• Hedging basics;
• RILAs;
• Other hot topics; and
• Sources of Information.

This webinar, part of the monthly PBR Bootcamp series, was the second of a two-part discussion on asset modeling. Part 1, held on April 19, looked at the basics of asset modeling.

SPEAKERS

• Donna Claire, MAAA, FSA, CERA
  Chairperson, Life Experience Committee
• Alan Routhenstein, MAAA, FSA
  Vice Chairperson, Asset Adequacy and Reinsurance Issues Task Force
• Jonah von der Embse, MAAA, FSA, CERA
  Member, PBR Implementation Work Group
• Craig Michaud, MAAA, FSA
  Wilis Towers Watson
• Gregory Roemelt, MAAA, FSA
  Oliver Wyman

MODERATOR

• Linda M. Lankowski, MAAA, FSA
  Chairperson, PBR Implementation Work Group

ABOUT THIS SERIES

The PBR Bootcamp webinar series will explore a variety of topics related to PBR, providing attendees with valuable information and insights from those with insights on PBR since its implementation. 

Upcoming webinars will cover liability modeling; assumption development; PBR reports (regulator review); combination products, both variable annuities and life; standard projection amounts; and hedge modeling.

CONTINUING EDUCATION

The American Academy of Actuaries believes in good faith that attendance at this live webinar constitutes an organized activity as defined under the current Qualification Standards for Actuaries Issuing Statements of Actuarial Opinion in the United States, and that attendees may earn up to 1.8 organized continuing education (CE) credits for attending this live webinar.

QUESTIONS: For information about this webinar, contact education@actuary.org.

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