Market Risk For Actuaries (Exams SP9/CM2/CP1)
- Must have done the first few actuarial exams (Statistics and Financial Maths)
For the Actuarial Students
This course is designed for actuaries writing exam: SP9/CM2/CP1.
It is theoretical in nature and designed to introduce a student to the material.
It is not a substitute for studying, rather a supplement.
Risk is defined as the consequences resulting from uncertainty.
Market Risk is defined as the unexpected changes in an assets price.
Part 1 is an introduction to Risk and looks at the mathematical properties of risk measures.
Part 2 is about being aware of Market Risk
Part 3 is about identifying Market Risk and its sources of uncertainty.
Part 4 is about the models used to assess Market Risk
Part 5 is about managing Market Risk and going beyond just hedging and derivatives.
Part 6 is about monitoring Market Risk with the Sharpe and Sortino Ratios
Part 7 is about how Black Scholes can be used to calculate an Implied Volatility for Market Risk Models
Who this course is for:
- Advanced Actuarial Students
- 13:32Introduction to Risk
- 03:58Properties of Risk Measures
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.