• About
    • Initiative
    • Team
    • Profession
  • Seminars
    • Upcoming
    • Conference
    • Archive
    • ConventionA
  • CERACurrently selected
    • Upcoming
    • Archive
      • 2013
    • Credential
  • EAA-Series
  • Sponsoring
Brand
  • Legal
  • •
  • Links
  • •
  • Contact
  • •
  • Cookies
  • About
    • Initiative
    • Team
    • Profession
  • Seminars
    • Upcoming
    • Conference
    • Archive
    • ConventionA
  • CERACurrently selected
    • Upcoming
    • Archive
    • Credential
  • EAA-Series
  • Sponsoring
  • Legal
  • •
  • Links
  • •
  • Contact
  • •
  • Cookies
  • About
    • Initiative
    • Team
    • Profession
  • Seminars
    • Upcoming
    • Conference
    • Archive
    • ConventionA
  • CERACurrently selected
    • Upcoming
    • Archive
    • Credential
  • EAA-Series
  • Sponsoring
Page Content

CERA

21 - 23 Feb 2022

Web Session: CERA, Module A: Quantitative Methods of ERM

Monday, 21 February 2022

  1. 09:00 - 09:30 Overview of the EAA-route to the CERA designation (Frey, Wolf)
  2. 09:15 - 10:30 Risk measures (Wolf)
  3. 10:30 - 11:00 Break
  4. 11:00 - 12:30 Risk Measures and exercises (Wolf)
  5. 12:30 - 13:30 Break
  6. 13:30 - 15:00 Extreme value theory incl. exercises (Frey)
  7. 15:00 - 15:30 Break
  8. 15:30 - 16:15 Multivariate Models (Frey)
  9. 16:15 - 17:15 Copulas (Frey)

Tuesday, 22 February 2022

  1. 09:00 - 10:30 Copulas and Integrated risk management (Frey)
  2. 10:30 - 11:00 Break
  3. 11:00 - 12:30 Exercises on risk measures and copulas (Frey, Wolf)
  4. 12:30 - 13:30 Break
  5. 13:30 - 15:00 Interest rates: products and models
  6. 15:00 - 15:30 Break
  7. 15:30 - 17:15 Interest-rate models (incl. exercises) (Wolf)

Wednesday, 23 February 2022

  1. 09:00 - 10:30 Interest rate risk management (incl. exercises) (Wolf)
  2. 10:30 - 10:45 Break
  3. 10:45 - 12:30 Credit risk: basics and modelling (Frey)
  4. 12:30 - 13:30 Break
  5. 13:30 - 15:00 Credit risk: modelling and management (incl. exercises) (Frey)
  6. 15:00 - 15:15 Break
  7. 15:15 - 16:15 Credit risk: special topics and exercises (Frey)
  8. (Time zone: CET - Central European Time)
SecondPublishingPageContent
Seminar Details
Programme
CPD Credits
​​

Visitor address:
European Actuarial Academy
Hohenstaufenring 47 – 51
50674 Cologne

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

Initiative
Profession
Team
Seminars

Upcoming
Conference
Archive
CERA

Upcoming
Archive
Credential
EAA-Series
Sponsoring

The EAA is an initiative of the Actuarial Associations of Germany, the Netherlands, Switzerland and Austria.
Copyright © EAA – European Actuarial Academy GmbH 2020. All rights reserved.

Legal • Links • Contact
Sign In