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Regular version of the site

Risk Management

2022/2023
Academic Year
ENG
Instruction in English
4
ECTS credits
Course type:
Compulsory course
When:
4 year, 1 module

Instructors

Course Syllabus

Abstract

The course consists of lectures (12 hours) and tutorials (28 hours). The tutorials involve case analysis, problem solving and the individual assignments. 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 Presentation
  • non-blocking Project
  • non-blocking Assignment
  • non-blocking Exam
Interim Assessment

Interim Assessment

  • 2022/2023 1st module
    0.1 * Assignment + 0.7 * Exam + 0.1 * Presentation + 0.1 * Project
Bibliography

Bibliography

Recommended Core Bibliography

  • Financial institutions management: a risk management approach, Saunders, A., 2005

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
  • 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
  • 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