Introduction to Economic Capital Management and Modelling
What you'll learn
- The basics of capital management and how it relates to risk.
- Risk Management and Risk Modelling
This course is the final chapter for the CERA Profession: Enterprise Risk Management.
It is designed specifically for students writing the SP9 exam.
We look at:
What is Capital?
Overview of Ruin Theory
Theoretical Capital Model
The Simple Risk Weighting Approach
Uses of Capital Modelling (Popular Exam Question)
Capital Allocation - Euler Method
Simple Capital Calculation Example
I've also included some bonus videos around:
Principles of Modelling
Who this course is for:
- Actuarial Students
Hi I'm MJ the Fellow Actuary. I've been making educational videos since 2013 on YouTube. I've passed all the actuarial exams and am here to help you do the same. I've majored in Mathematical Statistics and have published research in the South African Journal of Science on Artificial Intelligence. I've also done a Ted Talk on advanced studying methods. As your instructor my purpose is to make sure you understand every concept in these courses. If you get stuck with anything, send me a message, I'm here to help.