5110898: Risk Management "add-on" (C15)

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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

Module coordination/Lecturers

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, bestätigt)