DYNAMIC HEDGING ESSENTIALS is a half-day classroom training session
designed to provide a review of essential dynamic hedging concepts.
DYNAMIC HEDGING MASTER CLASS
- Learn industry practice regarding dynamic hedging programs
- Calculate first, second, third order Greeks and cross Greeks
- Execute delta hedge
is an advanced one-day program covering
the key elements of executing a dynamic hedging program to hedge equity-based guarantees and provides hands-on practice
through case studies and application exercises.
DYNAMIC HEDGING WORKSHOP
- Learn how to implement a dynamic hedging program
- Review economic scenario generators and nested simulation
- Learn how to simulate and evaluate dynamic hedging strategies
- Quantify cost and risk distribution of GMWB
- Understanding hedge effectiveness and attribution analysis
- Perform fund mapping
- Calculate trading grid
- Produce risk report
- Execute dynamic hedging strategy
is a half-day focus group discussion and
networking opportunity for dynamic hedging practitioners. Risk professionals
working for insurance
companies who are involved in the dynamic hedging process and who are able to participate in an industry focus group
discussion of current issues, solutions and benchmarking. There is no cost to attend but participation in the facilitated
discussion is by invitation* only covering the following topics.
- Survey of industry practices
- Identification of challenges and issues facing industry
- Benchmarking – hedge effectiveness, grid processing speed
* Note that participation in the workshop is by invitation only. Interested participants may request an invitation. There is no requirement to register for either the Essentials or Master Class in order to attend.
Join your colleagues and listen as leading experts and money managers discuss their solutions.