Formation / Sep. 30

ALM quantitative tools, interest rate hedging strategies and Strategic Asset Allocation (SAA)

 

Catherine Chatelain 

Manager of the Risk Management & Finance Center of Excellence at REACFIN

 

François Thirion 

Head of the Risk Management  & Finance Center of Excellence at REACFIN


For insurers, aligning assets and liabilities is key to achieving financial objectives. Asset and Liability Management (ALM) provides the strategies and tools to do that.

This training introduces the essential quantitative ALM methods used by insurance companies to measure and manage risks, with a particular focus on interest rate risk. Strategic Asset Allocation and advanced option pricing are also part of the scope, ensuring participants gain a broad and practical view of modern ALM practices.

Through numerical examples and case studies, attendees will build hands-on skills to apply ALM effectively in today’s complex financial and regulatory environment.

 

    2025-09-30 ALM Formation ILAC   (1.19 Mo)
Informations générales
Intéressée ?