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Financial Risk Management

2019/2020
Учебный год
ENG
Обучение ведется на английском языке
3
Кредиты
Статус:
Курс по выбору
Когда читается:
4-й курс, 3 модуль

Преподаватель

Программа дисциплины

Аннотация

The course presents an advanced treatment of the theory and its application to financial institutions and international corporations.This course consists of seven units, which will enrich knowledge with an invaluable grounding in the subject and enable students to acquire a strong theoretical and practical understanding of the current and essential risk management practices.
Цель освоения дисциплины

Цель освоения дисциплины

  • The aim of this course is to provide students with a comprehensive overview of the main types of risk that have such a substantial impact on international firms and financial institutions.
Результаты освоения дисциплины

Результаты освоения дисциплины

  • Know basic functions of financial risk management.
  • Forecast the financial risks that financial institutions and corporations could face in the international market.
  • Measure the risks that arise from financial markets - such as credit risk, market risk, liquidity risk and sovereign risk.
  • Classify derivative instruments that could be used in managing the risks of financial institutions and international corporations.
Содержание учебной дисциплины

Содержание учебной дисциплины

  • Topic 1. Introduction to Financial Risk Management
  • Topic 2. Interest Rate Risk
  • Topic 3. Credit Default Risk
  • Topic 4. Foreign Exchange Risk
  • Topic 5. Sovereign Risk
  • Topic 6. Off-Balance-Sheet Risk and Liquidity Risk
  • Topic 7. Managing risk
Элементы контроля

Элементы контроля

  • неблокирующий Created with Sketch. In-class participation
  • неблокирующий Created with Sketch. Individual assignment
  • неблокирующий Created with Sketch. Midterm exam
  • неблокирующий Created with Sketch. Final exam
Промежуточная аттестация

Промежуточная аттестация

  • Промежуточная аттестация (3 модуль)
    0.55 * Final exam + 0.1 * In-class participation + 0.1 * Individual assignment + 0.25 * Midterm exam
Список литературы

Список литературы

Рекомендуемая основная литература

  • Alexander, G. J., Sharpe, W. F., & Bailey, J. V. (2012). Fundamentals of investments. Slovenia, Europe: Prentice Hall. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsbas&AN=edsbas.C1BEBDC4

Рекомендуемая дополнительная литература

  • Crouhy, M., Mark, R., & Galai, D. (2006). The Essentials of Risk Management. [New York]: McGraw-Hill Professional. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=309132