Programme

CERA

12 - 14 Mar 2014 in Berlin

CERA, Module: Quantitative Methods of ERM

Wednesday, 12 March 2014

08:45 - 09:00 Registration
09:00 Introduction & welcome and opening of day 1
09:00 - 10:30 lecture Risk Measures
10:30 - 11:00 Coffe Break
11:00 - 12:45 lecture/ Extreme Value Theory and Applications in Risk Management
12:45 - 13:45 Lunch
13:45 - 15:15 Exercise Session
15:15 - 15:45 Coffe Break
15:45 - 17:30 Bayesian Statistics and Applications in Insurance

Thursday, 13 March 2014

09:00 - 10:30 Exercise Session/lecture Dependence Modelling
10:30 - 11:00 Coffe Break
11:00 - 12:45 lecture/ Dependence Modelling and Copulas
12:45 - 13:45 Lunch
13:45 - 15:15 lecture/ Integrated Risk Management
15:15 - 15:45 Coffe Break
15:45 - 17:30 Exercise session, Lecture Risk Neutral Valuation and Term Structure Modelling

Friday, 14 March 2014

09:00 - 10:30 Exercise Session/lecture term Structure Models
10:30 - 11:00 Coffe Break
11:00 - 12:45 lecture Term Structure Models/Credit Risk Modelling
12:45 - 13:45 Lunch
13:45 - 15:15 lecture/ Credit Risk Modelling
15:15 - 16:00 Exercise Session
16:00 - 16:15 Farewell-Coffee

Seminar Details

Programme

CPD Credits

Venue & Accommodation

The seminar will take place at the

Wyndham Garden Berlin Mitte
Osloer Str. 116a
13359 Berlin, Germany
www.wyndhamgardenberlin.com

We arranged special prices for accommodation. The special price is 79 € per night, including breakfast. It is valid for bookings by 18 February 2014 out of our allotment “EAA Seminar”. Kindly book your accommodation as soon as possible directly with the hotel, as our allotment includes only a limited number of rooms, and note the hotel’s cancellation policy.