2019-10-11

November 7, 2019 : Nachhaltigkeitsrisiken

PRMIA Frankfurt präsentiert Nachhaltigkeitsrisiken - Risikomanagement und Anforderungen der Aufsicht. Das Thema 'Nachhaltigkeit' gewinnt in allen Bereichen des öffentlichen Lebens mehr und mehr an Bedeutung. Auch im Finanzsektor beschäftigt man sich seit mehreren Jahren intensiv u.a. mit Klimarisiken und nachhaltiger Finanzierung. Einerseits haben verschiedene Initiativen auf nationaler und europäischer Ebene die Erarbeitung von Standards vorangetrieben. Daneben hat auch die BAFin im September einen Entwurf für ein Merkblatt zum Umgang mit Nachhaltigkeitsrisiken veröffentlicht. Wir wollen mit Ihnen die Inhalte des Merkblattes analysieren und die Auswirkungen auf das Risikomanagement in Ihren Häusern diskutieren.



https://prmia.org/Shared_Content/Events/PRMIA_Event_Display.aspx?EventKey=8433&WebsiteKey=e0a57874-c04b-476a-827d-2bbc348e6b08

2019-05-15

2019-02-01

Test Automation Day 2019

Test Automation Day is a multi-tracks software testing conference organized for software testers and IT professionals in the Netherlands. It features talks and workshops by international speakers focused on Test Automation. The Test Automation Day Netherlands offers the opportunity to interact with world class speakers about innovative automated testing methods, technologies, strategies and tools.

In the agenda of the Test Automation Day conference you can find topics like “Balancing your test automation with exploratory testing”, “Model-based testing of probabilistic programs”, “Test Automation Smells – Automatically uncovering quality defects”, “Test automation, handcuffs or enforcement?”, “Agile Functional Test Automation”, “What makes a test automation engineer so special?”, “Automation, Now, Then, Where”, “Intelligent Mistakes in Test Automation”, “Automated integration testing with Arquillian”, “Implementing Test Automation, A simple strategy?”, ” Effective Risk Analysis in Performance Testing: the Dutch Railways approach” or “The ROI of (Acceptance) Test Driven Development”

June 19-20 2019,
Utrecht, 

2019-01-23

The Beauty of a DSL for Finance

With Theta Suite you can structure and evaluate any financial product or trading strategy faster and more accurate than ever before. Thus any exotic product or complex hedging strategy looses it´s magic.

How is this possible? 

The coding language ThetaML serves only one goal: optimally define financial products, trading strategies and evaluation models (e.g. stochastic models). It does nothing else but that! The power of this language lies in the fact that the description of the product (payoff structure), the stochastic model and the numerical implementation are separated. Each individual component is much easier to understand than a complex numerical algorithm containing all three aspects in one piece of low level computer code.

2016-05-27

June 14th - PRMIA Event with Tom Wilson on Value and Capital Management

PRMIA Munich is proud to invite you to a presentation by Tom Wilson on:
 
Value and Capital Management: A New Era for Insurers
Abstract:
Given today’s environment, characterized by tepid economic growth, highly volatile capital markets, record low interest rates and risk-based Solvency II regulation, capital management and value management are becoming synonymous.
Against these headwinds, an accounting earnings focus is no longer sufficient: a tighter focus on where and how capital is generated and invested is critical for building profitable, long-term sustainable businesses.
•           What are the forces defining the “New Era”?
•           What are the implications for value and risk management?
 About the Speaker:
Tom Wilson is Chief Risk Officer of Allianz, based in Munich. He has over 20 years’ experience working in finance and risk with insurance companies and banks, both in line management CRO and CFO roles at Allianz, Dresdner Bank, ING and Swiss Re as well as leading the Risk consulting practices at Oliver Wyman and McKinsey. He is the author of Value and Capital Management: A Handbook for the Finance and Risk Functions of Financial Institutions (Wiley, 2015). He received his BSc in Business from the University of California at Berkeley and his PhD in Economics from Stanford University.
Date and Venue:
Tuesday June 14th 2016, 6:00 pm
Muenchner Kuenstlerhaus
Lenbachplatz 8, 80333 Munich
Room Miller
(Entrance Maxburgstr.)
Link to the venue
Refreshments will be provided thanks to our sponsor d-fine.
Looking forward to seeing you there,
The Munich Steering Committee and Dominik Dersch, Regional Director PRMIA Munich
For more details regarding this event, venue and registration please use the following link: http://www.prmia.org/civicrm/event/info?reset=1&id=6871

2016-03-10

Theta Suite 3 available now


All kinds of structured financial products, especially Variable Annuities (VAs), can be described via ThetaML - the programming language for all Thetaris products including Theta Suite.



With the brand new developed Java backend ThetaML Compiler the product development of VAs will be even more simplified. Furthermore, existing VAs can easily be migrated in ThetaML, enabling a simplified data flow within server components.


In detail the ThetaML Compiler

- generates standalone Java classes (no Matlab required),

- minimalizes the initialization time,

- no re-compilation after input parameter change and

- supports simplified ThetaML language.



The second component ThetaML for Java developers offers

- full integration into Java IDE,

- full integration into Eclipse Debugging framework,

- convenient JAVA API and

- on the fly code generation.


Both components can be provided as Plug-In for the Java developer enviroment (e.g. Eclipse).


For more information, please follow the link: http://www.thetaris.com/thetasuite/





2015-10-13

November 10th - PRMIA Event on Cyber Risk: Threats and Mitigation Strategies

PRMIA Munich is proud to invite you to an Expert Panel on:

Cyber Risk: Threats and Mitigation Strategies 


This chapter meeting of  PRMIA Munich adresses important cyber risk themes by an expert panel of practitioners from IT - software, hardware, security, insurance, and consulting discussing about:
 

  • Anecdotal evidence about cyber risks - examples for various industries
  • Types of cyber threats
  • Harm and damages - dimensions and costs of cyber risks
  • Responses to cyber attacks and recovering
  • Mitigation strategies
  • Markets and types for cyber insurance
  • What’s the focus of insurance underwriters
The panelists are:

  • José Fidalgo: Head of Risk Consulting Liability Central and Eastern Europe at Allianz Global Corporate and Specialty
  • Thomas Fritzsche: Senior Manager at KPMG Forensic
  • Kai Bender: Head of Oliver Wyman’s Strategic IT & Operations Practice/Germany
  • Andreas Schlayer: Head of global team of experts at Munich Re, responsible for the insurance of information technology risks
  • Thomas Schoen: Managing Director of RIGS IT GmbH
  • Juergen Kohr: SVP at T-Systems
For more details regarding this event, venue and registration please use the following link: