Upcoming EAA Web Session: 'CERA, Module A: Quantitative Methods of ERM' on 13 - 16 February 2024

 

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EAA Web Session 

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CERA, Module A:
Quantitative Methods of ERM

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13 - 16 February 2024 | 9:00-15:00 CET

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The 4-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 rates and credit risks. 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.

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.

Your early-bird registration fee for this CERA web session is € 975.00 plus 19% VAT for bookings by 2 January 2024. After this date, the fee will be € 1080.00 plus 19% VAT.

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Details

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Programme

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Registration

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Coming soon...

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...and a lot more! Explore our website for more information or download our overview.

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actuarial-academy.com

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