Asset and Liability Management Actuary

2 sequenced courses

INV 101
Portfolio Management ▼
  • Asset Classes: Understand the nature and the variety of asset classes that can be used in constructing a portfolio.
  • Portfolio Construction, Management, and Assessment: Understand portfolio construction, management, and assessment.
  • Credit Risk Management: Understand the best practices of credit risk management.
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INV 201
Quantitative Finance ▼
  • Key Types of Derivatives: Understand key types of derivatives.
  • Valuation of Derivatives: Understand the principles and techniques for the valuation of derivatives.
  • Applications and Risks of Derivatives: Understand various applications and risks of derivatives.
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2 additional courses

CP 351
Asset Liability Management ▼
  • Objectives of Asset Liability Management: Understand the objectives of Asset Liability Management (ALM).
  • Measuring Risk from Assets and Liabilities: Understand how to measure risks from assets and liabilities.
  • Tools and Strategies to Manage ALM Risks: Understand tools and strategies to manage ALM risks.
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CP 312
Model Development and Governance ▼
  • Cash Flow Models for Long-Term Insurance Business: Understand, develop, apply, and evaluate cash flow models for various types of long-term insurance business. The candidate will demonstrate an understanding of the underlying modeling methodologies: their strengths, limitations, and applications.
  • Non-Cash Flow and Supplementary Models for Financial Business: Understand, apply, and evaluate non-cash flow and supplementary models for various types of long-term insurance business. The candidate will demonstrate an understanding of the underlying methodologies: their strengths, limitations, and applications.
  • Model Governance: Understand and be able to apply appropriate model governance to assess and address issues common to the development and management of models.
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