Uniform Calculation Methodology: useful or inconvenient?

Date: April 24, 2024
Time: 12:30 - 2:00 p.m.
Location: online
The Uniform Calculation Methodology (URM) recently celebrated its first anniversary. For the past five years, pension funds and insurers have had to use this method to give participants insight into the possible outcomes of their pensions. During the same period, DNB increased the number of scenarios from 2,000 to 10,000 to 20,000. Has this indeed increased simulation noise or does it just lead to more computation?