30 – 45 minutes
Conference keynote
A single, argued thesis on where quantitative risk practice is moving, framed for a mixed audience of executives, actuaries and risk practitioners.
Speaking and lectures
Technical talks on risk, capital and quantitative models
Jonas Osman Abdelghafour speaks to boards, supervisory audiences, actuarial and risk teams and university programmes on the subjects covered in the written work on this site: actuarial modelling, banking and insurance risk, model governance, and climate, marine and geopolitical exposure.
Formats
How the sessions are structured
60 – 120 minutes
Technical seminar
Method-level treatment with derivations, calibration choices and worked examples, aimed at actuarial, validation and risk-modelling teams.
45 – 90 minutes
Board and executive briefing
Closed-session briefing translating model outputs, capital positions and supervisory expectations into the decisions a board actually has to take.
Half or full day
Workshop and training
Structured, hands-on sessions on model risk management, ORSA and stress design, scenario generation, or catastrophe and marine exposure modelling.
60 – 90 minutes
University guest lecture
Academic lectures connecting actuarial and financial theory to the constraints of regulated practice, for master's and doctoral programmes.
As required
Panel and moderated discussion
Panel contribution or moderation on prudential regulation, climate risk, geopolitical exposure and the governance of quantitative models.
Topics
Subjects covered
Model risk and validation
- Conceptual soundness: what independent validation should actually test
- Living with model error — governance under acknowledged uncertainty
- Validating machine-learning models inside a regulated model inventory
Banking and prudential risk
- IFRS 9 and IRB coexistence: reconciling two views of the same credit
- Stress testing that changes decisions rather than documents them
- Capital planning, risk appetite and the limits of the single number
Insurance risk and capital
- Solvency capital, ORSA and the discipline of forward-looking assessment
- Reserving uncertainty and the honest communication of ranges
- Economic scenario generation for asset-liability decisions
Climate, catastrophe and geopolitical risk
- Physical and transition risk: from narrative scenarios to priced exposure
- Marine war risk, chokepoints and accumulation control
- Quantifying geopolitical disruption without pretending to forecast it
Audiences
Who these sessions are prepared for
- Insurance and reinsurance groups
- Banks and financial institutions
- Regulators and supervisory authorities
- Actuarial and risk professional bodies
- Universities and research institutes
- Industry conferences and roundtables
Requesting a session
Enquiries should indicate the audience, the format and length, the date and location, and whether the session is technical or executive in orientation. Material is prepared specifically for each engagement rather than reused.
Talks are given in a personal professional capacity and do not constitute actuarial certification, investment or legal advice.
Enquiries
Request a speaking engagement
Complete the form with the organisation, the intended date and the topic area of interest. Enquiries are reviewed personally and answered directly.