Further education in quantitative risk management // University of Oldenburg

Value-orientated company management

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The module teaches relevant procedures and models for quantitative risk management. Participants learn to determine risk measures and risk ratios empirically and to implement value-based risk management in practice. Topics include the mathematical principles of capital adequacy requirements in accordance with Basel and Solvency, mathematical methods of risk capital allocation as well as correlation and diversification.

Lecturer

Dr Daniel Clemens Dubischar

Actuary and freelance consultant
Lecturer in the Department of Mathematics at the University of Oldenburg

Your gain in expertise

The participants ...

know the main risk classes for the various financial intermediaries and can assess them with regard to national and international supervisory law.

are familiar with statistical risk measures, can describe their advantages and disadvantages and state their impact on the company's capital adequacy.

are familiar with dependency concepts for financial and insurance portfolios and can describe them mathematically and adapt them statistically to data using Excel or R.

know the basics of value-oriented corporate management and common concepts for capital allocation.

Further education at a glance

Certificate

University certificate

Dates

Coming soon

Time required and scope

5-8 hours per week, 6 credit points

Teaching format

Part-time, internet-based, compact practical workshops at the weekend

Prerequisites

None

Costs

1,200 euros for enrolled students or 1,500 euros for guest students plus university fee

Who is the programme aimed at?

The module is aimed at professionals and interested parties who wish to acquire practical knowledge for value-oriented risk management.

It can be taken as certified further education or as part of a part-time degree programme in risk management and financial analysis. The university certificate is fully recognised for the degree course. So you can start your studies without enrolment!