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CERA, Module D: ERM – Economic Capital 23-24 Mar 2022
23 marzo/ 09:00 - 24 marzo/ 19:00
The European Actuarial Academy is one of the main providers of actuarial education – especially when it comes to Enterprise Risk Management (ERM). The concept of ERM has gained significant momentum in the insurance industry and beyond.
We offer a series of four training courses and exams (through DAV) to all actuaries who want to deepen their knowledge in Enterprise Risk Management and gain the international ERM-credential CERA. The defining characteristics of the CERA-credential as offered by the European Actuarial Academy are:
- Provides the most comprehensive and rigorous training in ERM
- Is a fast-growing globally-recognised credential
- Combines a range of business and professional skills with the mathematics of finance and risk
- Equips risk management professionals to empower better business decisions and more profitable business development
- Has a wide range of applications in insurance and finance, and well beyond
- Is supported by actuarial associations worldwide
- Is recognised and transferable internationally
- Has a rigorous and advanced curriculum underpinned by actuarial science, with an emphasis on ERM and professionalism
- Offers career choices outside the traditional actuarial markets
The Web Session ‘ERM – Economic Capital’
The present training is concerned with the question of economic capital in corporate management. Key aspects are:
- economic valuation and performance
- economic steering
- key performance indicators
- value based management
A simplified case study for a life insurer shows in a nutshell the central aspects of corporate management in practice. The course consists of lectures and workshops. Participants are encouraged to bring their own topics to discussion.
Organised by the EAA – European Actuarial Academy GmbH.
The web session is open to anybody who is interested in obtaining comprehensive skills on Enterprise Risk Management. The web session is suitable for actuaries who deal with the issue of corporate control from a risk management perspective.
Please check with your IT department if your firewall and computer settings support web session participation. The programme Zoom will be used. Please also make sure that you are joining the web session with a stable internet connection.
On 7 March 2022, 9:00 o’clock CET, there will be a test session offered to all registered participants to test the software. This test session is mandatory.
Purpose and Nature
This web session is one part in a course that consists of four modules. They can be booked as a whole series to fulfil the requirements for receiving the CERA designation, or individually as CPD training. Written exams on the course are offered subsequently.
Please contact your actuarial association regarding the recognition of the (online) seminars and the exams. The national association has to be at least Acceding Party of the CERA Global Association so that an actuary who passes this course may receive the CERA credential. Please visit www.ceraglobal.org to get information if your association is entitled to issue the CERA designation.
Dr Anja Blatter
Anja Blatter is a professor for quantitative methods in finance. She teaches courses in predictive analytics and quantitative risk management. Prior to her professorship, Anja was employed by Munich Re. She served as a Senior Actuary in the Life Risk Management unit. Moreover, she is experienced in risk modelling and biometric studies.
Dr Elena Fink
Elena Fink is an actuarial consultant at Deloitte. She develops projection models for valuation and risk measurement in Life insurance with a special focus on economic scenarios and market risk. Elena studied mathematics at Bonn University and holds a PhD in mathematics from the University of Paderborn.
Benedikt Schierl is an actuarial Consultant at BELTIOS GmbH. He holds a diploma in mathematics from LMU Munich. Benedikt worked in several Projects on ALM- and Projection-Tools. He is a member of the German Actuarial Association.
Dr Ralph Schuster
Ralph Schuster is Senior Risk Analyst in the Integrated Risk Management at Munich Re. He works in the Group Actuarial Function on topics covering both life as well as non-life. His previous positions include operative departments, product development as well as controlling. He is a member of the German Actuarial Association and active in the committee for talent development. In addition, he has a lecturing assignment with a university of applied sciences and a coaching and consultancy company. Ralph holds a PhD and master degree from the University of Freiburg.
Dr Markus Wadé
Markus Wadé is a Senior Risk Manager in Munich Re’s Integrated Risk Management division. His field of activity includes the development of accumulation and stress test scenarios for Munich Re’s global business operations, and the refinement of risk identification tools and methods. He is also part of the editorial team for the quarterly internal risk report for the Board of Management and Supervisory Board. Before joining Munich Re, Markus worked in quantitative credit risk management in various financial institutions. He holds a PhD for a thesis about the estimation of country risks for credit portfolio models. Markus studied economics at the University of Regensburg and Wesleyan University (USA).