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DTSTART;VALUE=DATE:20210412
DTEND;VALUE=DATE:20210414
DTSTAMP:20221021T194650Z
CREATED:20210201T105609Z
LAST-MODIFIED:20221021T194650Z
UID:10000088-1618185600-1618358399@ceraglobal.org
SUMMARY:Web Session: CERA\, Module C: Processes in ERM - April 2021
DESCRIPTION:This module deals with the challenges of implementing ERM Processes. It includes requirements on ERM Processes and the discussion of best practices. \nIt 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. \nWe demonstrate the close relationship between ERM and Value and Risk Based Management and show how financial and other risks influence the selection of strategy. \nWe show how ERM can be appropriately imbedded in an entity’s strategic planning and discuss the Own Risk and Solvency Assessment. \nWe 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. \nFurther we show examples of communication processes in the context of ERM. During the web session we present case studies to discuss the main subjects. \nTo find out more\, visit the EAA’s website. To see what else is happening\, go to our events page.
URL:https://ceraglobal.org/event/web-session-cera-module-c-processes-in-erm-april-2021/
LOCATION:Online
CATEGORIES:CERA events
ATTACH;FMTTYPE=:
END:VEVENT
BEGIN:VEVENT
DTSTART;VALUE=DATE:20210224
DTEND;VALUE=DATE:20210227
DTSTAMP:20221021T194650Z
CREATED:20210201T105058Z
LAST-MODIFIED:20221021T194650Z
UID:10000087-1614124800-1614383999@ceraglobal.org
SUMMARY:Web Session: CERA\, Module A: Quantitative Methods of ERM - February 2021
DESCRIPTION: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. \nThe 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. \nAmong 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. \nIn 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. \nThe 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. \nTo find out more about this course\, visit the EAA’s website. To see what else is on\, go to our events page. \n 
URL:https://ceraglobal.org/event/web-session-cera-module-a-quantitative-methods-of-erm-february-2021-2/
LOCATION:Online
CATEGORIES:CERA events
ATTACH;FMTTYPE=:
END:VEVENT
BEGIN:VEVENT
DTSTART;VALUE=DATE:20210607
DTEND;VALUE=DATE:20210703
DTSTAMP:20221021T194650Z
CREATED:20210118T111332Z
LAST-MODIFIED:20221021T194650Z
UID:10000083-1623024000-1625270399@ceraglobal.org
SUMMARY:IFoA CERA seminar online - June 2021
DESCRIPTION:The CERA seminar aims to enable delegates to investigate and discuss more practical applications of enterprise risk management\, which is not possible in the time allowed for the ST9 Enterprise Risk Management exam. \n  \nWhat’s involved in the seminar?\nBefore the seminar you will be sent a pre-seminar workbook giving details of the preparation work you’ll need to do: \n\ncalculations for a team presentation\nreading for case studies\npreparation for a debate\n\nOn the seminar days you will: \n\ntake an active part in discussions\, lively debates and case studies\nhave the opportunity to interact with senior risk officers\nbuild on the pre-seminar work that you will have already done\nundertake challenging and thought provoking team exercises.\n\nBefore joining the seminar you will be put in touch with your allocated team members using an online community on the IFoA’s website where you can get to know each other\, as well as discuss the preparatory work you will have already done. \nMore information on the seminar can be found here. \nTo see dates for IFoA CERA seminars in 2021\, visit our events page.
URL:https://ceraglobal.org/event/ifoa-cera-seminar-online-june-2021/
LOCATION:Online
CATEGORIES:CERA events
ATTACH;FMTTYPE=:
END:VEVENT
BEGIN:VEVENT
DTSTART;VALUE=DATE:20210224
DTEND;VALUE=DATE:20210227
DTSTAMP:20221021T194650Z
CREATED:20201106T093352Z
LAST-MODIFIED:20221021T194650Z
UID:10000078-1614124800-1614383999@ceraglobal.org
SUMMARY:Web Session: CERA\, Module A: Quantitative Methods of ERM - February 2021
DESCRIPTION: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. \nThe 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. \n  \nParticipants \n\nThe 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. \n\nFind out more about the European Actuarial Academy and visit our events page to see what else is happening.
URL:https://ceraglobal.org/event/web-session-cera-module-a-quantitative-methods-of-erm-february-2021/
LOCATION:Online
CATEGORIES:CERA events,Events/conferences – online/virtual
ATTACH;FMTTYPE=:
END:VEVENT
BEGIN:VEVENT
DTSTART;VALUE=DATE:20201210
DTEND;VALUE=DATE:20201212
DTSTAMP:20221021T194650Z
CREATED:20200821T151220Z
LAST-MODIFIED:20221021T194650Z
UID:10000077-1607558400-1607731199@ceraglobal.org
SUMMARY:Web Session: CERA\, 0: A Refresher Course in Financial Mathematics & Risk Measurement - December 2020
DESCRIPTION:The web session gives an introduction to modern financial mathematics\, derivative pricing and risk measurement. It is designed to prepare actuaries without adequate training in these fields for the quantitative parts of the CERA education. The online training is moreover an ideal learning opportunity for actuaries who want to get acquainted with or refresh their knowledge in these highly relevant fields. \nThe web session begins with a repetition of basic concepts in probability theory including characteristics of random variables such as moments and quantiles. In this context we will also introduce important distribution-based risk measures such as VaR and Expected shortfall. In order to prepare the analysis of dynamic financial models we introduce the idea of conditional expectations\, we discuss stochastic processes in discrete time. The session continues with an introduction to financial mathematics. We study risk neutral valuation and the hedging of derivatives in discrete-time models. The last part of the web session is devoted an introduction to financial mathematics in continuous time. Topics covered include stochastic processes in continuous time such as Brownian motion and the Ito formula\, the Black Scholes model and the pricing and hedging of simple stock and bond options. The online seminar consists of lectures interspersed by short exercise sessions. \n  \nParticipants \n\nThe web session is open to all persons who are interested in deepening their quantitative skills in the fields of financial mathematics and risk measurement.\n\n\n  \nPurpose and Nature \n\nThe 1.5 day online seminar serves a double purpose. On the one hand\, it is a bridging course designed to prepare actuaries with a more qualitative background for the quantitative parts of the CERA education. On the other hand\, it is an independent refresher course for actuaries wanting to brush up their quantitative skills in the fields of financial mathematics and risk measurement. \n  \nThis web session is not a formal part of the CERA education. \n\n\n  \nOrganised by the EAA – European Actuarial Academy GmbH. \n  \nDiscover more events on our calendar.
URL:https://ceraglobal.org/event/web-session-cera-0-a-refresher-course-in-financial-mathematics-risk-measurement-december-2020/
LOCATION:Online
CATEGORIES:CERA events
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