5910657: C20 Risk Management

Description

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

Learning Outcomes

• 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,

Lectures Method

Lecture

Literature

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