Approaches of ERM for the insurance industry (Solvency II, COSO, Casualty Actuarial Society CAS, Society of Actuaries SOA, S&P ERM, National Association of Insurance Commissioners NAIC RBC, Basel II, etc.)
Implication of ERM for corporations
Development of tools and models for risk management
Modern approaches for operational risk management
Credit risk management models
Market risk management models
Risk-based capital allocation (e.g. VaR, CVaR)
Derivatives and financial engineering
The credit derivaives market and its use in credit rsik management
Analysis and pricing of derivatives products and alternative risk transfer instruments (CDS, CDO, energy and climate derivatives, interest rate derivatives, etc.)
Analysis and pricing of credit insurances or financial guarantees
Export Credit Agencies (ECA)
Equity insurance
Political risk insurance
Analyse et évaluation des dérivés énergétiques, climatiques, etc.
Instruments dérivés de taux d’intérêt
Portfolio management, investment and asset allocation
Portfolio choice problem using Monte Carlo simulations
Portfolio choice problem by optimisation
Asset allocation in pension funds (Defined Contribution pension plans and Defined Benefit pension plans)
Other topics
Carbon market and sustainable development
Trend of the market
Implication for finance and portfolio management
Project finance, PPP and structured finance
Pricing projects using real options
Pricing projects using Monte Carlo simulations and scenario analysis of cash flows
International finance
Investment contraints on international capital markets
International diversification
Microcredit or microfinance
Structure, products, market size, efficiency, effectiveness, etc.
Islamic finance
Market trend of Islamic finance, specificities, particularities, etc.
