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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

Course Syllabus

Abstract

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.
Learning Objectives

Learning Objectives

  • 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.
Expected Learning Outcomes

Expected Learning Outcomes

  • 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.
Course Contents

Course Contents

  • 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
Assessment Elements

Assessment Elements

  • non-blocking In-class participation
  • non-blocking Individual assignment
  • non-blocking Midterm exam
  • non-blocking Final exam
Interim Assessment

Interim Assessment

  • Interim assessment (3 module)
    0.55 * Final exam + 0.1 * In-class participation + 0.1 * Individual assignment + 0.25 * Midterm exam
Bibliography

Bibliography

Recommended Core Bibliography

  • Población García, F. J. (2017). Financial Risk Management : Identification, Measurement and Management. Cham: Palgrave Macmillan. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=1292890

Recommended Additional Bibliography

  • Christoffersen, P. F. (2003). Elements of Financial Risk Management. Amsterdam: Academic Press. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=104701