Кто читает:: Департамент финансов

Статус:: Курс обязательный

Когда читается:: 3-й курс, 4 модуль

Преподаватели

Ринкон Эрнандес Карлос Хоакин

Романюк Кирилл Андреевич

Full 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

Understanding of the main concepts and tools of risk management.

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

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

Assessment Elements

Test 1
Test 2
Test 3
Test 4
Test 5

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

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

Бакалаврская программа «Международный бизнес и менеджмент»

Контакты

Risk Management