Masterclass Model Risk Management with Andrew Smith

The ASTIN Section has organized a Masterclass webinar, which will be taking place on 26 June 2024, titled “Masterclass Model Risk Management with Andrew Smith”.

Andrew Smith is an assistant professor in the School of Mathematics and Statistics at University College Dublin and an Honorary Fellow of the Institute of Actuaries. Before he moved to Ireland in 2017, he gained 30 years of insurance experience, specialising in stochastic modelling, including fifteen years as a partner in a major consulting firm. Andrew is famous for developing the Smith-Wilson method for extrapolating forward rates. It is recommended by EIOPA to extrapolate interest rates.

In this webinar, Andrew will introduce his Masterclass on Model Risk Management. He will preview the first episode in this 8-part series and then delve further into the main take-aways covered throughout the Masterclass, such as: underwriting model risk; reserving model risk; investment model risk; and, model risk management processes. We will close with a Q&A session for the audience. If you are working in Risk Management, you should attend this webinar!

Click here to register.