Actuarium

Formula sheets

Every formula on the syllabus, rendered natively, with the traps examiners set for each. Print one per exam and keep it by your desk.

CFE SDM Corporate Finance & ERM — Strategic Decision Making

SOA

WACC   =EVrE+DVrD(1τ)\;=\dfrac{E}{V}r_E+\dfrac{D}{V}r_D(1-\tau)

CAPM   rE=rf+β(E[rm]rf)\;r_E=r_f+\beta\,(E[r_m]-r_f)

Levered beta   βL=βU[1+(1τ)DE]\;\beta_L=\beta_U\left[1+(1-\tau)\dfrac{D}{E}\right]

RAROC   =Risk-adjusted returnEconomic capital\;=\dfrac{\text{Risk-adjusted return}}{\text{Economic capital}}; EVA =NOPATWACC×Capital=\text{NOPAT}-\text{WACC}\times\text{Capital}

EVPI   =Eθ[maxau(a,θ)]maxaEθ[u(a,θ)]\;=E_\theta\big[\max_a u(a,\theta)\big]-\max_a E_\theta[u(a,\theta)]

Traps to remember

  • Forgetting to tax-adjust the cost of debt.

  • Recommending growth that breaches the case company's stated risk appetite.

  • Using book value weights in WACC when market values are given.

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