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Risk Assessment Models

2021/2022
Учебный год
ENG
Обучение ведется на английском языке
3
Кредиты
Статус:
Курс по выбору
Когда читается:
4-й курс, 2 модуль

Преподаватель

Course Syllabus

Abstract

The course consists of lectures (14 hours) and tutorials (28 hours). The tutorials involve student presentations (in small groups), problems solving, case analysis and the individual assignment (project). 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

  • 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.
Expected Learning Outcomes

Expected Learning Outcomes

  • 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.
Course Contents

Course Contents

  • 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
Assessment Elements

Assessment Elements

  • non-blocking Assignment test
  • non-blocking In-class activity
  • non-blocking Home project
  • non-blocking Final examination
  • non-blocking Asignment test
Interim Assessment

Interim Assessment

  • 2021/2022 2nd module
    0.25 * Assignment test + 0.5 * Final examination + 0.2 * Home project + 0.05 * In-class activity
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

  • 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