Semester:SS 21
Type:Lecture
Scheduled in semester:2
Semester Hours per Week / Contact Hours:30.0 L / 22.5 h
Self-directed study time:7.5 h
Type:Lecture
Scheduled in semester:2
Semester Hours per Week / Contact Hours:30.0 L / 22.5 h
Self-directed study time:7.5 h
Module coordination/Lecturers
- Prof. Dr. Michael Hanke
(Modulleitung)
- Prof. Dr. Michael Hanke
(Interner Dozent)
Curricula
Master's degree programme in Finance (01.09.2015)Learning Outcomes
Based on the contents of the lecture “C20 Risk Management”, student will acquire in‐depth knowledge in the following areas:
- Scenario Analysis
- Stress Testing
- Model Risk
Qualifications
Lectures Method
Lecture
Admission Requirements
Contents of lecture “C20 Risk Management”
Literature
Hull, J.C.: "Risk Management and Financial Institutions”, 5th edition, Wiley.
Slides are available from Hull’s website:
https://www‐2.rotman.utoronto.ca/~hull/riskmanslides/HullRMFI5e_Slides.zip
Exams
- PWW-MA_Risk Management "add-on" LE (C15) (SS 21, bewertet)
- PWW-MA_Risk Management "add-on" LE (C15) (retake) (WS 21/22, abgesagt)