Introduction to Economic Capital Management and Modelling

• The basics of capital management and how it relates to risk.

This course is the final chapter for the CERA Profession: Enterprise Risk Management.

It is designed specifically for students writing the SP9 exam.

We look at:

• What is Capital?

• Overview of Ruin Theory

• Theoretical Capital Model

• The Simple Risk Weighting Approach

• Uses of Capital Modelling (Popular Exam Question)

• Capital Allocation - Euler Method

• Simple Capital Calculation Example

I've also included some bonus videos around:

• Regulation

• Principles of Modelling

• Risk Models