Modelling the Prepayment Option in Fixed Rate Mortgages

Modelling the Prepayment Option in Fixed Rate Mortgages
PRMIA Poland presents Modelling the Prepayment Option in Fixed Rate Mortgages.
 
  Date:
December 2, 2021

  Time:
4:00 - 5:00 p.m. CET
10:00 - 11:00 a.m. EST

  Location:
This virtual event will take place online through the GoToWebinar platform.

 

Following the obligation to offer fixed rate mortgages, Polish banks need to adjust their existing risk management and ALM frameworks to be able to manage the prepayment risk that are introduced. One important component in this respect is to model the prepayment option associated with fixed rate mortgages. To give Polish banks a kickstart, this presentation will provide some practical guidance on how to best approach this. The guidance will be accompanied by useful insights in the best market practices, complemented with several hands-on solutions and tips.



Speaker  
  
 
  Jelmer Lichthart, Senior Manager, Zanders
Jelmer joined the Risk Advisory Team of Zanders in 2013. In his role of Senior Manager, he advises financial institutions on numerous financial risk management topics, thereby having a strong focus on the banking industry. He is specialised in ALM/IRRBB-related topics and model risk management; his resume includes numerous quantitative risk modelling assignments, as well as setting up and embedding risk management frameworks. Before working for Zanders, he worked for two and a half year at a medium-sized retail bank, where he developed and implemented behavioural risk models and worked on economic capital models. In 2010, Jelmer obtained his Master’s degree in the field of Econometrics, Operations Research and Actuarial Studies.
 




Continued Risk Learning Credits: 1

PRMIA Continued Risk Learning (CRL) programs provide you with the opportunity to formally recognize your professional development, documenting your evolution as a risk professional. Employers can see that you are not static, making you a highly valued, dynamic, and desirable employee. The CRL program is open to all Contributing, Sustaining, and Risk Leader members, providing a convenient and easily accessible way to submit, manage, track and document your activities online through the PRMIA CRL Center. To request CRL credits, please email [email protected].

Registration

This event is FREE for members and non-members, although registration is required.  Click "Register Myself" below to reserve your spot. Make sure to click "Continue" to proceed with your registration. (If this is your first time accessing the PRMIA website you will need to create a short user profile to register.) Support chapter events like this by becoming a member

 
When
12/2/2021 10:00 AM - 11:00 AM
Where
Virtual Chapter Event
 

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