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Dec 03, 2024
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2015-2016 Academic Catalog [Archived Catalog]
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ACSC 610 - Enterprise Risk Mgmt Exam
Credits: Three (3)
Prerequisite: Exam P or Exam FM or ACSC-522
This course covers part of the syllabus of the Enterprise Risk Management exam offered by Society of Actuaries. The course serves as an introduction to Enterprise Risk Management. It will define and categorize different types of risks an entity faces, and define an ERM framework. Ways to measure and quantify the risk, such as (principle based) Economic Capital, Value at Risk (VaR), and stress scenarios will be analyzed and compared. The course will conclude with applications of these methods in a case study of an insurance company and recent regulatory developments such as ORSA (Own risk solvency assessment).
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