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New CPD releases for 2026

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CPD Newsletter

Discover Our Latest Training Opportunities

We’re happy to announce new CPD releases of 2026. These events are designed to strengthen your skills, keep you up to date with the latest developments, and support you in fulfilling your CPD requirements.

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Web Session

Volatility Adjustment under Solvency II

2 February 2026 | 10:00-12:00 CET

The Volatility Adjustment is a key component of the Solvency II prudential framework with a significant impact on the EU sector. This session aims at explaining the evolution of the VA under the current formula versus the new formula following the new SII directive applicable as from 30/01/27. We will explore on how the deficiencies have been addressed and how undertakings can prepare be “VA proof” for 2027. We will also focus on how to manage basis risk coming from the VA as part of the ORSA.

The purpose of this session is to explain the objective of the VA, the current formula plus the deficiencies identified by EIOPA. We then present the new formula consisting of a permanent VA and macro-VA. We finally tackle the contributors of over/undershooting effects of the VA and bring additional Actuarial thoughts.

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Web Session

CERA, Module C: Processes in ERM

5/6 February 2026 | 9:00-17:00 CET

The European Actuarial Academy is one of the main providers of actuarial education – especially when it comes to Enterprise Risk Management (ERM). The concept of ERM has gained significant momentum in the insurance industry and beyond. We offer a series of four training courses and exams (through DAV) to all actuaries who want to deepen their knowledge in Enterprise Risk Management and gain the international ERMcredential CERA.

This module deals with the challenges of implementing ERM Processes. It includes requirements on ERM Processes and the discussion of best practices. It will be presented how to define an organisation’s risk strategy, risk appetite, risk tolerances and limits. We discuss how business strategy influences risk strategy and show their necessary interaction. We demonstrate the close relationship between ERM and Value and Risk Based Management and show how financial and other risks influence the selection of strategy. We show how ERM can be appropriately imbedded in an entity’s strategic planning and discuss the Own Risk and Solvency Assessment. We present the application of an internal risk control process. In the context of ERM reports to different stakeholders are required (management, supervisory body, regulators, public disclosure). We give an overview of the different reports and the main contents. Further we show examples of communication processes in the context of ERM. During the web session we present case studies to discuss the main subjects.

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Web Session

CERA, Module A: Quantitative Methods of ERM

17-20 February 2026 | 9:00-15:00, 15:15 & 14:30 CET

This module assists actuaries in broadening their knowledge about modern quantitative financial and actuarial modelling; these topics form an essential part of the CERA syllabus. At the beginning of the online training we give a brief overview of the EAA-route to the CERA designation. The core part of the web session begins with an introduction to the modern theory of risk measures. Next, a number of statistical techniques are discussed, that are highly relevant for the analysis of actuarial and financial data and for the model-building process in risk management. Among others, we will consider extreme value theory, dependence modelling, copulas, and various aspects of integrated risk management. The training continues with an introduction to the modelling and the management of interest rate and credit risk. In particular, participants will learn how to price simple interest options or Credit Default Swaps, how to account for counterparty risk and how to deal with credit portfolio risk.

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Web Session

CERA, Module D: ERM – Economic Capital

2/3 March 2026 | 9:00-17:30 & 16:30 CET

This module ís concerned with the question of economic capital in corporate management.

Key aspects are:

economic valuation and performance
economic steering
key performance indicators
value based management

A simplified case study for a life insurer shows in a nutshell the central aspects of corporate management in practice. The course consists of lectures and workshops. Participants are encouraged to bring their own topics to discussion.

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Web Session

Introduction into Special Aspects of Life Reinsurance

4 March 2026 | 10:00-12:00 CET

After an initial general introduction to reinsurance, we will look at the specific risks in life (re)insurance and appropriate reinsurance solutions. In this context we will also analyse specific terms commonly used in non-life insurance, such as loss frequency and loss amount.

Concrete examples will be used to illustrate the differences between life and non-life reinsurance. In this context, we will also take a closer look at the possible maximum loss (PML) known from property and casualty insurance and apply it to life reinsurance.

Using an Excel model, the impact of life reinsurance on the risk profile and income statement of a life insurer is analysed in a practical manner in order to identify possible optimizations in life insurer’s earnings situation.

The aim of the web session is to provide a deeper insight into life reinsurance and to highlight the key differences between life and non-life reinsurance. Using practical examples, participants will learn how to determine the impact of individual reinsurance solutions on their own company or insurance portfolio.

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Web Session

Non-Life Reserving

9-11 March 2026 | 9:00-12:30 CET

As Insurance is being impacted by new and disruptive technology, how will actuarial reserving techniques be impacted? Whilst triangle methods have traditionally been seen as the key methods in the reserving area, this may be challenged in the future by more complex expectations, improving technology, modelling capabilities, etc.

Reserving practices are expected to keep changing, as the influences of big data and regulatory requirements continue to evolve.

The aim of this workshop is to

Refresh classical actuarial/statistical techniques used in non-life reserving (Gaap and Solvency 2).
Focus on some practical problems faced by reserving actuaries, by presenting practical examples.
Introduce more advanced techniques used in non-life reserving in order to open new perspectives on more granular reserving calculation, case estimates, etc.

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