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May 13, 2024
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2016-2017 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 examination offered by the Society of Actuaries. The course defines and categorizes different types of risks an entity faces, and defines an ERM framework. Ways to measure and quantify the risk, such as (principle based) Economic Capital, Value at Risk (VaR), and stress scenarios are analyzed and compared. The course concludes 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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