The ongoing availability dates and
articles covered on each of our Modified CAS Questions and CAS
Essay Questions preparatory
tests are shown below.
Articles that have not been on the current CAS syllabus for
greater than one year are not examined within our Modified CAS
and CAS Essay preparatory tests. |
| Prep Test 1 |
|
Ongoing beginning 4/9/2011 |
60min. |
| C24_Options: Credit Derivatives | Hull, J. C. | | Econ of Structured Finance | Coval, et al | | Inv C10: Arbitrage Pricing Theory | BKM | | Inv C11: Market Efficiency | BKM | | Inv C12: Behavioral Finance & Tech Analysis | BKM | | Inv C15: The Term Structure of Interest Rates | BKM | | Inv C6: Risk Aversion and Capital Allocation | BKM | | Inv C7: Optimal Risky Portfolios | BKM | | Inv C8: Index Models | BKM | | Inv C9: The Capital Asset Pricing Model | BKM | | Liq Rsk:Mgt & Supervisory Challenges | Basel | | Options C4: Interest Rates | Hull, J.C. | | Princ Sound Liquidity Rsk Mgt & Supervision | Basel | | Rpt Life Liquidity Work Group of AAA | AAA |
|
| Prep Test 2 |
|
Ongoing beginning 4/16/2011 |
60min. |
| ...Underwriting, Investment, Leverage, and Exposure to Total ROE | Ferrari, J.R. | | An Application of Game Theory | Mango | | Analysis of Surplus and Rate of Return Without Using Leverage Ratios | Roth, R. | | Insurance Profitability | McClenahan, C.L. | | Investment-Equivalent Reinsurance Pricing | Kreps, R.E. | | Options C23: Credit Risk | Hull, J.C. | | Options C7: Swaps | Hull, J.C. | | Pricing Insurance Policies: The IRR Model | Feldblum, S. | | The Underwriting Profit Provision | Robbin, Ira |
|
| Prep Test 3 |
|
Ongoing beginning 4/16/2011 |
60min. |
| Allocation of Capital in the Ins Industry | Cummins, J. D | | ALM for Property/Casualty Insurers | Feldblum, S. | | ALM Strategies for P&C Companies | Noris, P.D. | | Discussion: Risk Load for Insurers | Bault | | Interest Rate Risk: ALM, Franchise Value, and Strategy | Panning | | Inv C1: The Investment Environment | BKM | | Inv C16: Bond Portfolio Mgt | BKM | | Inv C2: Markets & Instruments | BKM | | Rethinking Risk Mgt | Stulz, R.M | | Risk Adjusted Performance Measurement for P&C Insurers | Goldfarb | | Solvency: RBC Applications | Butsic, R.P. | | VAR Uses and Abuses | Miller,MZ.; et. al. |
|
| Prep Test 4 |
|
Ongoing beginning 4/23/2011 |
60min. |
|
| Prep Test 5 |
|
Ongoing beginning 4/23/2011 |
75min. |
Note: In addition, Exam 5 covers various articles examined in previous tests. |
|
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