ACTSC 634Quantitative Risk Management
- Units
- 0.50
- Level
- Graduate
- Faculty
- Mathematics
- Subject
- Actuarial Science
ACTSC 634 as listed in the Spring 2026 Graduate Calendar. The main page has the current version, when it runs, and seats.
This course combines enterprise and quantitative risk management to provide a comprehensive coverage of risk management science with applications in finance, insurance and corporate governance. Topics covered include: risk taxonomy; risk measures; extreme value theory; copulas; stress and scenario testing; interest rate risk management, credit risk management; regulation, including Basel, Basel 3 and Solvency 2; risk adjusted return; capital allocation.
Prerequisites
- Enrolled in Master of Actuarial Science (MActSc)
Antirequisites
None listed.
Leads to
No course lists it as a requisite.
Check it elsewhere for Spring 2026
- Graduate Calendar, Spring 2026The archived entry
- Requirements for Spring 2026Waterloo’s requisite checker
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- Quest Class SearchWhere you enrol
- Course outlinesSyllabi from past terms (UW login)
- UW FlowStudent ratings and reviews
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