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.
Save the Date & Call for Papers:
e-Conference on Data Science & Data Ethics
12 May 2022 | online
actuarial-academy.com/seminars/conference
