Asset-Liability Management - ACTL4303

Faculty: UNSW Business School

School: School of Risk and Actuarial Studies

Course Outline: ACTL4303 Course Outline

Campus: Sydney

Career: Undergraduate

Units of Credit: 6

EFTSL: 0.12500 (more info)

Indicative Contact Hours per Week: 3

Enrolment Requirements:

Prerequisite: ACTL3141 OR (Prerequisite: ACTL4001 AND Corequisite: ACTL3141)

Equivalent: ACTL5303

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 Investments and Asset-liability Management component of the Institute of Actuaries of Australia part II professional syllabus.