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Non members

Welcome to the Institute and Faculty of Actuaries. Here you will find information about sitting our exams as a non-member; becoming a student member and sitting further exams.

Following a very successful September examination session we are pleased to announce that the CS1 and CM1 examinations will be open for non-members to sit in 2021.

You can find out more about IFoA examinations, including information on preparing for, booking and sitting IFoA examinations on our IFoA exams web page

To book an IFoA examination please visit our Book your Exam web page.

Please note that exam entry will open for non-members for CS1 or CM1 on Monday 15 February and close on Friday 19 February (17.00 UK time).

You can apply to become a student member all year round, however in time for exam sitting there are admission application deadlines.

Apply to become a Student member

Please be aware that the Institute and Faculty of Actuaries (IFoA) membership subscription year runs from 1 October to 30 September each year, regardless of your joining date.

Please note: If you have passed one of these examinations as a non-member, you will not be able to take any further IFoA examinations until you become a Student member.

Non-member exams Q&As

Read our exam questions and answers (Q&As) for information on:

  • examination dates
  • registering and booking for the examination
  • examination cost and payment
  • examination permits
  • examination study and preparation
  • examination changes and updates

Contact Details

Education Services Team

Institute and Faculty of Actuaries, 1st Floor, Park Central, 40/41 Park End Street, Oxford, OX1 1JD

+44 01865 268207

We aim to respond to all enquiries within two working days.

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E.g., 04/03/2021
End date
E.g., 04/03/2021

Events calendar

  • Finance in the Public Interest Series

    16 March 2021 - 23 March 2021

    Spaces available

    There is widening debate that many of our social, financial and regulatory institutions need to be rethought so that we can create more sustainable futures, particularly in light of the Covid-19 pandemic, the policy/macro-economic response to the pandemic and how it affects consumers, as well as the impending climate crisis. This multi-day series of three keynote webinars, individually presented by leading economist John Kay, Sir Paul Collier, Professor of Economics and Public Policy at the Blavatnik School of Government, Ashok Gupta, Chair at Mercer Ltd, and Nico Aspinall, Chief Investment Officer at B&CE, will open up discussion on these essential topics. The series will culminate in a panel session with Chief Economist of the Bank of England, Andy Haldane.

  • The price is righter

    16 March 2021

    Spaces available

    This webinar provides an overview of the state of the UK protection market, and how different insurers are using different levels of sophistication to price (such as using customer demand models). It considers how insurers have implemented these sophisticated pricing techniques, and the practical challenges they have faced.

  • Spaces available

    This discussion will revolve around the latest industry developments including and introduction to Part VII transfers and Schemes of Arrangement (process, parties involved and recent events), insights and lessons from recent with-profits transactions and restructurings (including Equitable Life and Pru-Rothesay), how firms can apply these learnings to future arrangements, and the outlook for future with-profits transactions and restructurings (including the impacts of Covid-19 and Brexit)


  • Spaces available

    What is stewardship and how has the landscape changed under the 2020 UK Stewardship Code? How does effective stewardship create long term value for beneficiaries and what roles do asset owners and asset managers play in active stewardship. This webinar will offer answers to these questions in a practical approach to stewardship reporting.

  • Spaces available

    Mis-estimation risk is a key element of demographic risk, and past work has focused on mis-estimation risk on a run-off basis.  However, this does not meet the requirements of regulatory regimes like Solvency II, which demands that capital requirements are set through the prism of a finite horizon like one year.  This paper presents a value-at-risk approach to mis-estimation risk suitable for Solvency II work.