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Enterprise risk management 721


 
Module code IAS 721
Qualification Postgraduate
Faculty Faculty of Natural and Agricultural Sciences
Module content

ERM framework. External risk frameworks. Stakeholders. Risk appetite. The risk management function. Risk management processes. Risk identification and assessment. Risk classification. Risk Measurement. Risk modelling. Analysis of data. Copulas. Fitting models. Extreme Value Theory. The use of models in ERM. Analysis of selected risks. Risk optimisation and risk responses. Risk management of selected risks. Economic Capital.

Module credits 40.00
Contact time 2 lectures per week, 2 practicals per week
Language of tuition Module is presented in English
Department Actuarial Science
Period of presentation Semester 2

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