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Rsch Sch of Finance, Actuarial Studies & App Stats · ANU College of Business and Economics
This course follows on from ACST8060 (Enterprise Risk Management 1) to develop expertise in several aspects of Enterprise Risk Management including a thorough understanding of - quantitative risk modelling and risk aggregation tools and techniques - different risk measures - the use of models in the ERM decision-making process, and - methods and techniques for assessing and evaluating market risk, credit risk, operational and other risks.
Typical assessment may include, but is not restricted to: exams, assignments, quizzes, presentations and other assessment as appropriate
Learning outcomes 1, 2, 3, 4, 5
Students are expected to commit 130 hours of work in completing this course. This includes time spent in scheduled classes and self-directed study time. Other Information This subject, in conjunction with ACST4060/ACST8060 provides the opportunity for exemption from Module 1 of the Part III academic requirements of the Actuaries Institute. Such exemption depends on the grades attained over both subjects.
Information about the prescribed textbook will be available via the Class Summary.