Learn from the experts, the latest in Risk Modeling Best Practices

In today’s market, risk modeling best practices can be seriously hampered by the amount of scale and skills needed to get the right view of risk.

In this 1-hour seminar you’ll join Risk Modeling thought leaders as they share their perspectives on:

• How to write a profitable book in a soft market
• Best practices for cost-effectively incorporating new innovations for risk underwriting, regulatory filings, loss estimates, capital management, and roll ups
• The importance of validating your data, for a clear understanding of how loss numbers are impacting your business
• And more…

When: Wednesday, October 31, 2018
Time:  11:00 AM – 12:00 PM EDT

Presenters:

	Klara Menaker, Vice President Cat Modeling Manager, Hallmark Financial, shares her experience on how to embed the discipline and rigor needed to ensure your organization conducts frequent periodic portfolio runs and account modeling for all risk — even during peak periods, to help provide specific insights for faster decision making.
	Mark Cravens Vice President, Client Solutions Risk Management Solutions
	Todd Rein Client Director Risk Management Solutions