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CERA

27 Feb - 2 Mar 2017 in Vienna

CERA, Module A: Foundations and Quantitative Methods of ERM

Monday, 27 February 2017

  1. 08:45 - 09:00 Registration
  2. 09:00 - 09:30 Welcome, introduction and CERA basics
  3. Eberhard Müller
  4. 09:30 - 11:00 Value creation via ERM
  5. Eberhard Müller
  6. 11:00 - 11:15 Coffee Break
  7. 11:15 - 13:15 ERM culture and governance
  8. Axel Wolfstein
  9. 13:15 - 14:15 Lunch
  10. 14:15 - 16:00 Choosing a suitable ERM, part 1
  11. Dr. Peter Brühne
  12. 16:00 - 16:15 Coffee Break
  13. 16:15 - 17:45 Choosing a suitable ERM, part 2
  14. Dr. Peter Brühne
  15. 17:45 - 18:00 Wrap up, discussion, open topics day 1
  16. Eberhard Müller

Tuesday, 28 February 2017

  1. 09:00 - 10:30 Elements of ERM, part 1
  2. Dr. Irene Merk
  3. 10:30 - 10:45 Coffee Break
  4. 10:45 - 12:15 Elements of ERM, part 2
  5. Dr. Irene Merk
  6. 12:15 - 13:15 Lunch
  7. 13:15 - 14:45 Risk measures
  8. Prof. Dr. Jochen Wolf
  9. 14:45 - 15:00 Coffee Break
  10. 15:00 - 16:30 Extreme value theory incl: exercise
  11. Prof. Dr. Rüdiger Frey

Wednesday, 01 March 2017

  1. 09:00 - 10:30 Multivariate models /copulas
  2. Prof. Dr. Rüdiger Frey
  3. 10:30 - 10:45 Coffee Break
  4. 10:45 - 12:15 Copulas and exercise session
  5. Prof. Dr. Rüdiger Frey
  6. 12:15 - 13:15 Lunch
  7. 13:15 - 14:15 Integrated risk management
  8. Prof. Dr. Rüdiger Frey
  9. 14:15 - 15:00 Interest rate products
  10. Prof. Dr. Jochen Wolf
  11. 15:00 - 15:15 Coffee Break
  12. 15:15 - 17:00 Term structure models incl: exercises
  13. Prof. Dr. Jochen Wolf

Thursday, 02 March 2017

  1. 09:00 - 10:30 Interest rate risk management
  2. Prof. Dr. Jochen Wolf
  3. 10:30 - 10:45 Coffee Break
  4. 10:45 - 11:30 Exercise session interest rate risk
  5. Prof. Dr. Jochen Wolf
  6. 11:30 - 12:15 Credit risk: basics
  7. Prof. Dr. Rüdiger Frey
  8. 12:15 - 13:15 Lunch
  9. 13:15 - 14:30 Credit risk: modelling and management
  10. Prof. Dr. Rüdiger Frey
  11. 14:30 - 14:45 Coffee Break
  12. 14:45 - 15:45 Credit risk: applications and exercises
  13. Prof. Dr. Rüdiger Frey
SecondPublishingPageContent
Seminar Details
Programme
CPD Credits

Venue & Accommodation

The seminar will take place at the

Seminarhotel Springer-Schlössl
Tivoligasse 73
1120 Vienna, Austria
Phone: +43 1 813392935
www.springer-schloessl.at

We have arranged special prices for accommodation. A single room costs 85 € per night, including breakfast, VAT and city tax. This price is valid for bookings out of our allotment "EAA Seminar" until 5 February 2017. Please book your accommodation directly with the hotel. Kindly book early, as our allotment includes a limited number of rooms, and note the hotel’s cancellation policy.


Visitor address:
EAA – European Actuarial Academy
Hohenstaufenring 47-51
50674 Cologne | Germany

Phone: +49 221 912554-340
Fax: +49 221 912554-9340
contact@actuarial-academy.com
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