Advanced variable annuity product designs have furthered the demand for sophisticated modeling techniques, beyond the traditional Black model, to improve accuracy and support more effective hedging programs.
Join Numerix on December 6th at 10:30 am EST as featured speaker Mark Hadley explores cross-asset risk exposures of emerging GLWB product designs, cross-asset risk-neutral ESG modeling approaches and the importance of “joint calibration” for keeping ESGs market consistent. Through this webinar we will:
- Review the “classic” GLWB design, emphasizing its cross-asset exposure
- Evaluate emerging best-practices in the rate space
- Explore new directions in GLWB designs, and implications for equity modeling
- Investigate trends in Cross-Asset correlations and the importance of hybrid calibration
- Quantify the impact of all these elements on GLWB risk
This Webinar is complimentary, but registration is required as space is limited.
Comments