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Financial Risk Management

2021/2022
Учебный год
ENG
Обучение ведется на английском языке
4
Кредиты
Статус:
Курс по выбору
Когда читается:
1-й курс, 3, 4 модуль

Преподаватель

Course Syllabus

Abstract

The course consists of lectures (28 hours) and tutorials (28 hours). The tutorials involve student presentations (in small groups), problems solving, case analysis and the individual assignment (project).
Learning Objectives

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

Expected Learning Outcomes

  • Students are able to calculate cost of credit risk
  • Students are able to calculate cost of currency risk
  • Students know basic functions of financial risk management
  • 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

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

Assessment Elements

  • non-blocking Homework projects
  • non-blocking Students’ activities at class
  • non-blocking Written assignment
  • non-blocking 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

Interim Assessment

  • 2021/2022 3rd module
  • 2021/2022 4th module
    0.5 * Exam + 0.225 * Homework projects + 0.05 * Students’ activities at class + 0.225 * Written assignment
Bibliography

Bibliography

Recommended Core Bibliography

  • Crouhy, M., Galai, D., & Mark, R. (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=165272
  • 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

Recommended Additional Bibliography

  • 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