Course 4: Risk and regulation

Building on previous course content, dealing with specific risk domains, this course aims at providing a general perspective on the principles of risk management and regulation.

Course 4: Risk 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: VaR and the alternatives.

• Risk transfer mechanisms: reinsurance and securitization.

• Regulatory structures, including Solvency II, Basel III.


    Prof. dr. Roger Laeven (Universiteit van Amsterdam)