5110657: C20 Risk Management

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Semester:SS 21
Art:Modul
Sprache:Englisch
ECTS-Credits:3.0
Plansemester:2
Lektionen / Semester:30.0 L / 22.5 h
Selbststudium:67.5 h

Modulleitung/Dozierende

Studiengang

Masterstudium Finance (01.09.2020)

Lehrveranstaltungen

Beschreibung

  • Identifying, Measuring, and Management of Financial Risks
  • Risk Categories and Associated Models: Market, Credit, Operational and Liquidity Risks
  • Rating Agencies and Credit Ratings

Lernergebnisse

  • understand both the importance and the potential of financial risk management,
  • relate financial risk management to other areas of finance and within financial institutions,
  • know about the risks associated with financial derivatives as well as their potential for applications in risk management and financial engineering,
  • apply appropriate methods to identify, measure and manage financial risks,

Kompetenzen

Lehrmethoden

Lecture

Literatur

Hull, J.C. (2018). Options, Futures, and Other Derivatives. Pearson
Jorion, P. (2009) Financial Risk Manager Handbook. Wiley

Prüfungsmodalitäten

see lecture(s) within the module