Financial Risk Management

2021/2022

Academic Year

ENG

Instruction in English

4

ECTS credits

Delivered at:

Department of Finance

Course type:

Elective course

When:

1 year, 3, 4 module

Instructor

Vukovic, Darko

Course Syllabus

Abstract

The course is aimed at the understanding of main functions of financial risk management and its role in the system of a corporate management. It also provides students with tools and methods of financial risks assessment and mitigation.

Learning Objectives

• The course is aimed at the understanding of main functions of financial risk management and its role in the system of a corporate management. It also provides students with tools and methods of financial risks assessment and mitigation.

Expected Learning Outcomes

• Know basic functions of financial risk management.
• Students are able to calculate cost of credit risk
• Students are able to calculate cost of currency risk
• Students know tools of financial engineering and risk hedging
• Students understand principles of non-profit organizations financial risk management
• Students understand the principles of financial risk management

Course Contents

• Fundamentals of financial risk management
• Risk and returns on financial markets
• Investment portfolio and market risk
• Interest rate risk
• Analysis and assessment of default risk
• The foreign exchange market and currency risk
• Global risks and the risk of country

Assessment Elements

• Homework projects
• Students’ activities at class
• Written assignment
• Exam
  The exam for the "Financial Risk Management" will be held in distant format, asynchronously. In LMS students may find a case study (project) questions uploaded on 29.05. Students have more than 3 weeks to write case study (open book) and send to the professor until 22.06. On 25.06. the professor will submit the grades in LMS. During the writing period of case study, students can consult the professor by Skype, email or LMS. All conditions and explanations are in LMS.

Interim Assessment

• 2021/2022 4th module
  0.225 * Written assignment + 0.5 * Exam + 0.05 * Students’ activities at class + 0.225 * Homework projects