Asset-Liability Management - ACTL5303

Faculty: UNSW Business School

School: School of Risk and Actuarial Studies

Course Outline: ACTL5303 Course Outline

Campus: Sydney

Career: Postgraduate

Units of Credit: 6

EFTSL: 0.12500 (more info)

Indicative Contact Hours per Week: 3

Enrolment Requirements:

Prerequisite: ACTL5109 or (ACTL5100 and Corequisite ACTL5109)

Equivalent: ACTL4303

CSS Contribution Charge: 3 (more info)

Tuition Fee: See Tuition Fee Schedule

Further Information: See Class Timetable

Description

This course covers the knowledge, skills and judgement necessary to understand investment and asset liability modelling with an emphasis on practical issues. It covers the design and monitoring of investment strategies for a range of liability profiles including life insurance, general insurance and superannuation funds. There is an emphasis on investment and asset issues of relevance for the management of liabilities. The course has been designed to cover the International Actuarial Association syllabus covering Investments and Asset Analysis and the Institute of Actuaries of Australia Investments professional syllabus.