Risk Assessment Models
- This course will provide students with a comprehensive overview of the main types of risk that have such a substantial impact on international firms and financial institutions.
- Classify derivative instruments that could be used in managing the risks of financial institutions and international corporations.
- Forecast the financial risks that financial institutions and corporations could face in the international market.
- Know basic functions of financial risk management.
- Measure the risks that arise from financial markets - such as credit risk, market risk, liquidity risk and sovereign risk.
- Introduction to Financial Risk Management
- Interest Rate Risk
- Credit Default Risk
- Foreign Exchange Risk
- Sovereign Risk
- Off-Balance-Sheet Risk and Liquidity Risk
- Managing Risk
- 2021/2022 2nd module0.25 * Assignment test + 0.05 * In-class activity + 0.2 * Home project + 0.5 * Final examination
- 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
- 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
- Tarantino, A., & Cernauskas, D. (2011). Essentials of Risk Management in Finance. Hoboken, N.J.: Wiley. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=352036