Financial Risk Management of Insurance EnterprisesWhat You Should Have Learned From This CourseFinal ExamHow To Prepare for FinalPre-Exam Office HoursFinancial Risk Management of Insurance EnterprisesCourse ReviewWhat You Should Have Learned From This Course•Basic Financial Risk Management Tools–Motivation for studying financial risk management–Derivatives•Techniques used to evaluate financial risk–Asset/Liability management–Valuing embedded options–Interest rate modeling–Measuring sensitivity to interest rate risk•How insurers use (or could use) financial risk management–Effective duration and convexity of liabilities–Dynamic Financial Analysis–Securitization – Catastrophe losses and longevity–Credit derivativesFinal ExamTuesday, May 6, 20088-11 am215 David Kinley HallHow To Prepare for Final•Review –First and second exams–Homework assignments–Class projects–Lecture notes•Know how to:–Define financial risk management tools–Perform basic calculations–Explain how and why particular approaches are usedPre-Exam Office HoursSteve D’Arcy311 Wohlers HallThursday, May 1 1-2:30 pmLiang Zhang, Alfred Au104 Surveying BuildingThursday, May 1 5-7 pmMonday, May 5 1-3
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