uwloo

ACTSC 634Quantitative Risk Management

Units
0.50
Level
Graduate
Faculty
Mathematics
Subject
Actuarial Science

When it runs

  1. F24
  2. W25
  3. S25
  4. F25
  5. W26
  6. S26
  7. F26
  8. W27
  9. S27

Ran in 2 of the last 7 terms. Winter 2027: not on the schedule. Spring 2027: schedule not out yet.

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

Antirequisites

None listed.

Leads to

No course lists it as a requisite.

Discussed on r/uwaterloo

2 posts and comments in 1 thread mention ACTSC 634, October 2017 to December 2024. Quoted word for word, newest first; each reply sits under the post and the comment that started its branch. Search r/uwaterloo for newer posts.

Fall 2017

PSA: UWCourseLinker back up, disabled by default, call with [[course code]] 39 points, 31 comments

u/RayDWatson: “… [[ACTSC623]] [[ACTSC624]] [[ACTSC625]] [[ACTSC631]] [[ACTSC632]] [[ACTSC633]] [[ACTSC634]] [[ACTSC635]] [[ACTSC690]] [[ACTSC831]] [[ACTSC832]] [[ACTSC833]] [[ACTSC845]] [[ACTSC846]] [[ACTSC853]] [[ACTSC855]] [[ACTSC859]] [[ACTSC862]] [[ACTSC863]] [[ACTSC936]] [[ACTSC961]] …”

u/UWCourseLinker: “… III ACTSC 632 - Life Insurance Mathematics III ACTSC 633 - Actuarial Risk Management ACTSC 634 - Quantitative Risk Management ACTSC 635 - Profession Communications in Actuarial Science ACTSC 831 - Loss Models 1 ACTSC 832 - Loss Models 2 ACTSC 833 - Analysis of Mortality Data …”

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Check it elsewhere for Fall 2026

Calendar versions

Graduate Calendar

Older Graduate Calendars

In 33 terms, Fall 2009 to Winter 2024