| Call Number | 11137 |
|---|---|
| Day & Time Location |
R 8:10pm-10:00pm 307 Pupin Laboratories |
| 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 | 11 students (30 max) as of 5:06PM Monday, February 10, 2025 |
| Subject | Enterprise Risk Management |
| Number | PS5550 |
| Section | 001 |
| Division | School of Professional Studies |
| Open To | Professional Studies |
| Note | ON-CAMPUS. ERM STUDENTS ONLY. PREREQ ERM5350 or WAIVER. |
| Section key | 20251ERMC5550K001 |