Financial Risk Management of Insurance Enterprises Course Review

What 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 derivatives

Final Exam Tuesday, May 6, am 215 David Kinley Hall

How To Prepare for Final Review –First and second exams –Homework assignments –Class projects –Lecture notes Know how to: –Define financial risk management tools –Perform basic calculations –Explain how and why particular approaches are used

Pre-Exam Office Hours Steve D’Arcy 311 Wohlers Hall Thursday, May 11-2:30 pm Liang Zhang, Alfred Au 104 Surveying Building Thursday, May 15-7 pm Monday, May 51-3 pm