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Web Session: CERA, Module A: Quantitative Methods of ERM – February 2021

24/02/2021 - 26/02/2021

€790

The 3-day web session 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 compute risk measures for a bond portfolio, and how to account for counterparty risk.

The web session consists of lectures and exercise sessions. In fact, exercise sessions, where various exercises and supplementary examples are discussed, form an integral part of the seminar: they help the participants to understand the qualitative and quantitative techniques introduced in the lectures, and they are a key element in the preparation for the CERA exam.

 

Participants

The web session is open to all persons who are interested to obtain comprehensive skills on Enterprise Risk Management. Given the fairly quantitative nature of the material discussed, participants should be familiar with basic results of modern statistics, actuarial and financial mathematics. We recommend that participants with weaker quantitative skills do some preparatory reading, using for instance the slides and lecture notes of the course.

Find out more about the European Actuarial Academy and visit our events page to see what else is happening.

Details

Start:
24/02/2021
End:
26/02/2021
Cost:
€790
Event Category:
Website:
Visit website

Venue

Online

Organiser

European Actuarial Academy
Phone:
+49 221912554-341
Website:
www.actuarial-academy.com

A global enterprise risk management credential