Financial Risk Management
- 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.
- 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.
- 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
- Interim assessment (3 module)0.55 * Final exam + 0.1 * In-class participation + 0.1 * Individual assignment + 0.25 * Midterm exam
- 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
- 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