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Обычная версия сайта
07
Апрель

Risk Management

2022/2023
Учебный год
ENG
Обучение ведется на английском языке
3
Кредиты
Статус:
Курс обязательный
Когда читается:
3-й курс, 4 модуль

Преподаватели

Course Syllabus

Abstract

Risk Management is a course about quantification of uncertainty in which a company functions and tools to navigate towards the most preferable outcome. The course contains lectures (14 hours) and seminars (26 hours). There are a lot of aspects of risk management. Even though fundamental principles of risk management are given in the course that would guide how to deal with any risk management problem, the main focus is on finance.
Learning Objectives

Learning Objectives

  • Understanding of the main concepts and tools of risk management.
Expected Learning Outcomes

Expected Learning Outcomes

  • Students understand fundamentals of risk management.
  • Students know how changes in interest rate affect fixed-income securities.
  • Students are able to construct option strategies in order to counter expected risk.
  • Students can apply exchange rates and estimate how currency exchange rate changes can affect national economies.
  • Students are familiar with variety of credit risk evaluation methods.
  • Students understand institutional challenges with credit risk.
Course Contents

Course Contents

  • Introduction and Modern Portfolio Theory
  • Interest Rate Risk
  • Derivatives
  • Foreign Exchange Risk
  • Credit Risk
  • Systemic Risk
Assessment Elements

Assessment Elements

  • non-blocking Test 1
  • non-blocking Test 2
  • non-blocking Test 3
  • non-blocking Test 4
  • non-blocking Test 5
Interim Assessment

Interim Assessment

  • 2022/2023 4th module
    0.2 * Test 2 + 0.2 * Test 3 + 0.2 * Test 4 + 0.2 * Test 5 + 0.2 * Test 1
Bibliography

Bibliography

Recommended Core Bibliography

  • Financial institutions management: a risk management approach, Saunders, A., 2018
  • Financial risk manager handbook, Jorion, P., 2007

Recommended Additional Bibliography

  • Credit scoring and its applications, Thomas, L., 2017