| Call Number | 18587 |
|---|---|
| Day & Time Location |
W 6:10pm-8:00pm To be announced |
| Points | 3 |
| Grading Mode | Ungraded |
| Approvals Required | None |
| Instructor | Zava Aydemir |
| Type | LECTURE |
| Method of Instruction | On-Line Only |
| 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 | Auditing |
| Enrollment | 0 students (2 max) as of 4:05PM Saturday, December 21, 2024 |
| Subject | Enterprise Risk Management |
| Number | PS5550 |
| Section | AU2 |
| Division | School of Professional Studies |
| Open To | Audit Program |
| Section key | 20251ERMC5550KAU2 |