During this case you will learn how to quantitatively valuate different financial products (both assets and liabilities) within an insurance company. Furthermore, you will experience how to hedge the risks of the volatile interest rate and inflation movements in the market.
9:00-9:30 Introduction to Allianz
9:30-10:15 Presentation: How to survive in the highly volatile interest rate and inflation environment
10:30 - 12:00 Business case
This case will be presented in English and is open for Ba3 and higher.