Risk Management of Financial Markets and Institutions

Time:2013-10-22 11:14:09 Clicks:

Course Title: Risk Management of Financial Markets and Institutions

Course Code: 12494

Teaching Hours: 3 x 16 = 48

Course Overview

This subject explores the basic concepts of modeling, measuring and managing financial risks within the regulatory framework. Topics covered include market risk (value-at-risk and expected loss), credit risk (single name, portfolio, ratings and market based models, credit derivatives), liquidity risk and operational risk. To overcome the rather quantitative nature of the topics, the unit relies heavily on practical based lab exercises with emphasis on simulations, real life examples and case studies.