Financial Risk Management of Insurance EnterprisesWhat You Should Have Learned From This CourseFinal ExamHow To Prepare for FinalPre-exam Office Hours 311 Wohlers HallFinancial 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 ExamThursday, May 10, 20071:30-4:30 pm304 Lincoln HallHow To Prepare for Final•Review –First and second exams–Homework assignments•Bring assignment 7 to the exam – questions will be based on it–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 Hours311 Wohlers HallWednesday 5/2 1-2:30
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