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8th Bowels Symposium

Scenario Generation  image/tt1.jpg
Moderator / Presenter: Bill Pauling, Hartford Investment Management Company
Presenters: David Hopewell, Ernst & Young
Michael White, Sun Life Financial

Join expert panelists as they present their views on the practical considerations in selecting generators in this interesting session. Scenario generation is an integral part of the risk and economic capital measurement process especially as it relates to the generation of interest rate and equity returns for use in measuring interest rate and equity risk exposures. Different generators and different parameterizations produce dramatically different results especially when the tail of the distribution is the primary concern. The problem is complicated further by the need to generate scenarios across different countries. The panelists will address not only considerations, but also developing appropriate assumption sets.

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