Course

Risk and Capital Management - ACTL5302

Faculty: Australian School of Business

School: School of Risk and Actuarial Studies

Course Outline: ACTL5302 Course Outline

Campus: Kensington Campus

Career: Postgraduate

Units of Credit: 6

EFTSL: 0.12500 (more info)

Indicative Contact Hours per Week: 3

CSS Contribution Charge: 3 (more info)

Tuition Fee: See Tuition Fee Schedule

Further Information: See Class Timetable

View course information for previous years.

Description

This course covers the motivations and techniques for risk and capital management in financial institutions, including insurers, reinsurers, superannuation funds, and banks and the major types of risks encountered. Topics covered include: economic and regulatory capital; regulatory frameworks for banks and insurers; quantitative and qualitative issues of measuring and management of market risk, credit risk, interest rate risk, operational risk, liquidity risk and model risk, with particular emphasis on data issues met when quantifying those risks; scenario analysis and stress testing methods.

Together with ACTL5301 it is designed to cover the course topics for the professional actuarial Enterprise Risk Management / CERA qualification.
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