Risk and Regulation

Building on previous courses which treat specific risk domains, this course aims at providing a general perspective on the principles of risk management and regulation. This course discusses topics from the recent journal literature in the area of actuarial science and quantitative finance, specifically risk management and regulation. The specific contents of this course may change from year to year, depending on the latest developments. General topics to be discussed include the following: risk measures. risk transfer mechanisms, regulatory structures.

 

Learning outcomes

Having completed this course you will have a more integrated view of regulation and risk management and you will be able to address regulatory issues from a broad perspective.

 

Literature

  • Selected journal articles.

 

Exam

Meeting 1, 2, 3 and 4: Final Essay