Introduction to Economic Capital Management and Modelling
- 4.3
Brief Introduction
By MJ the Fellow ActuaryDescription
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:
Regulation
Principles of Modelling
Risk Models
Requirements
- Requirements
- Risk Management and Risk Modelling