5006693: C12_Risk Management & Financial Institutions

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Semester:WS 20/21
Lektionen / Semester:30.0 L / 22.5 h
Selbststudium:67.5 h



Bachelorstudiengang Betriebswirtschaftslehre (01.09.2012)


Risk Management:

  • Identification, measuring and controlling financial risks.
  • Classes of Risk
  • Hedging strategies
  • The risk management process

Financial Institutions:
  • Importance and roles of the main actors on capital and financial markets, basic knowledge of finance intermediation, regulation of banks.
  • Financial Intermediation
  • Bank regulation


    • Know and characterize the most important financial risk classes (market, credit and operational risks).
    • Know the tools how to measure specific risks (distributions, down-side risk measures, sensitivity measures etc.
    • Know the most important actors on financial markets and their roles and responsibilities.
    • Gain basic knowledge about financial intermediation and show the associated risks (on- & off balance sheet).
    • Know the basic aspects of bank regulations.
    • Interpret the relevant risk measures.
    • Describe the use of derivatives to control risks.
    • Understand the role of different types of financial institutions.
    • Understand the difference between acting on financial markets and financial intermediation.
    • Describe the specific risks of financial intermediation.
    • Know the main goals of bank regulations and the tools to reach them.
    • Use risk measures to quantify risk and calculate them.
    • Valuate derivatives with the model of arbitrage.
    • Show that they can decide which risk measures are appropriate for specific risk classes.
    • Analyze the use of hedging strategies.
    • Find the fair value of derivatives by using parameters (Greeks).
    • Conceptualize and evaluate a risk management process, which identifies and quantifies risks and displays the design/use of hedging tools and their valuation.
    • Combine the roles of financial institutions and regulations to understand financial markets.
    • Gain expert knowledge in risk management and financial institutions and regulatory standards.
    • Understand the complex concept of risk management and are able to connect the different roles of financial institutions.
    • Use methods and models to control risk in unknown decision situations. Calculate optimal hedging strategies.
    • Develop abilities to understand and analyze mathematical relationships and models.
    • Evaluate models and decide which of the models fits their needs best.
    • Work and motivate students who tend to give up as a reaction to the difficulty of mathematical problems.
    • Take responsibility and organize/explain their solution to others who have problems and tend to give up.
    • Understand and critically discuss the arguments of fellow students.
    • Understand the flaws and problems of fellow students, reaction without offense.




1) Hull, J. (2012). Risk Management and Financial Institutions (3rd ed.). New Jersey: Wiley.
2) Hull, J. (2012). Options, futures, and other derivatives (8th ed.). Boston: Pearson/Prentice Hall.
3) Greenbaum, S.I., Thakor, A.V., & Boot, A.W.A. (2016). Contemporary Financial Intermediation (3rd ed.). Amsterdam, London: Elsevier.


  • written examination


15.09.202015:15 - 16:45S1
22.09.202015:15 - 16:45S1
29.09.202015:15 - 16:45S1
06.10.202015:15 - 16:45S1
13.10.202015:15 - 16:45S1
20.10.202015:15 - 16:45S1
03.11.202015:15 - 16:45S1
10.11.202015:15 - 16:45S1
17.11.202015:15 - 16:45S1
24.11.202015:15 - 16:45S1
01.12.202015:15 - 16:45S1
15.12.202015:15 - 16:45S1


  • PWW-BA-12_Risk Management & Financial Institutions - VO (WS 20/21, bewertet)
  • PWW-BA-12_FT_Risk Management & Financial Institutions - VO (SS 21, bewertet)
  • PWW-BA-12_Risk Management & Financial Institutions - VO (SS 21, bewertet)