5310657: C20 Risk Management

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,

Lehrmethoden

Lecture

Literatur

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