Keeping an eye on things
Thanks to the ‘Cornishman’ who spotted a mistake in the legend of the spreadsheet. (‘Deferment PV’ was wrongly labelled as ‘Loan PV’ and conversely. Now fixed, hopefully, together with some other minor fixes.
Eumaeus will be a little quieter over the next few weeks, as there is stuff going on that we can’t publish, at least for now. But there will be more to come!
Many thanks to the Network of Consulting Actuaries for organising this lunchtime’s presentation, also thanks for the kind words of support from our readers.
I promised two things.
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.