| Call Number | 10825 |
|---|---|
| Day & Time Location |
W 8:10pm-10:00pm 302 Fayerweather |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Julian Horky |
| Type | LECTURE |
| Method of Instruction | In-Person |
| Course Description | Equips students with the basics of risk measurement and simulation using a hands-on approach to ERM modeling. Using industry-standard simulation software, students build systems of risk drivers for finance and insurance companies. Topics include risk correlations, VaR and TVaR, capital modeling, capital allocation, and parameter, process, and model Risk. Students acquire both quantitative experience building models and qualitative appreciation for model weaknesses. |
| Web Site | Vergil |
| Department | Enterprise Risk Management |
| Enrollment | 12 students (30 max) as of 10:06AM Thursday, November 21, 2024 |
| Subject | Enterprise Risk Management |
| Number | PS5550 |
| Section | 001 |
| Division | School of Professional Studies |
| Open To | Professional Studies |
| Note | ON-CAMPUS. ERM STUDENTS ONLY. PREREQ ERMC 5350 or EXAM. |
| Section key | 20241ERMC5550K001 |