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Web Session: "CERA, Module A: Quantitative Methods of ERM" on 21-23 February 2022 | 9:00-17:15 CET (day 1 e 2) and 9:00-16:15 CET (day 3)

Would you like to broaden your knowledge about modern quantitative financial and actuarial modelling, topics which form an essential part of the CERA syllabus? 

Are you interested? If yes, we invite you to benefit from the early bird tariff and to join the EAA Web Session: "CERA, Module A: Quantitative Methods of ERM" on 21-23 February 2022 | 9:00-17:15 CET (day 1 & 2) and 9:00-16:15 CET (day 3). Your early-bird registration fee is € 975.00 plus 19% VAT for registrations by 10 January 2022. After this date, the fee will be € 1,080.00 plus 19% VAT.

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.

Please find all additional information in this print version and on our website. An overview on other upcoming events can be downloaded as well.

If you have any questions, please do not hesitate to contact us.

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