The NoCA talk scheduled for tomorrow has already been uploaded here. I will be talking through the slides for about 40 minutes, but there will be plenty of time for questions afterwards.
For those who like spreadsheets, our work in progress is here, which values an ERM using the Cairns-Blake-Dowd model. There are 6 stress tests given on slide 12 which are consistent with the spreadsheet. Please report any errors, questions etc. through the contact form.
Looking forward to discussing tomorrow.