Магистратура
2019/2020
Анализ и управление рисками
Лучший по критерию «Полезность курса для Вашей будущей карьеры»
Лучший по критерию «Полезность курса для расширения кругозора и разностороннего развития»
Лучший по критерию «Новизна полученных знаний»
Статус:
Курс по выбору (Финансовый аналитик)
Направление:
38.04.08. Финансы и кредит
Кто читает:
Банковский институт
Где читается:
Банковский институт
Когда читается:
2-й курс, 2 модуль
Формат изучения:
без онлайн-курса
Преподаватели:
Лапшин Виктор Александрович
Прогр. обучения:
Финансовый аналитик
Язык:
английский
Кредиты:
3
Контактные часы:
30
Course Syllabus
Abstract
Title of a Course: ANALYSIS AND RISK MANAGEMENT Pre-requisites: basic knowledge in the areas of 1) Corporate finance, 2) Banking business, 3) Financial markets, and 4) Statistics Course Type: Elective
Learning Objectives
- Give students sufficient knowledge and knowhow for them to take appropriate management decisions based on the results of thorough analysis of qualitative and quantitative factors of risk.
Expected Learning Outcomes
- • Students understand the principles and terminology related to risk management, including contingency elements and risk factors, risk mapping and standard mitigation factors (e.g. insurance, hedging, limits, diversification, control). • Students understand the basic quantitative methods used for the appraisal of main financial risks (credit risk, market risk, liquidity and interest rate risks) as well as for business risks (Operational, regulatory, legal, strategic, and reputational risks).
- • Students can calculate and give appropriate interpretation of Value-at-Risk on individual instruments as well as on a whole portfolio. • Students understand risk management’s best practice in all its key areas, including financial risk management and business risk management.
- • Students are capable to define the principles of risk management for financial sector’s companies, which includes the most modern tools for the realization of integrated risk management system at the whole company level (ERM). • Students are familiar with up-to-date tools for risk-factored decision taking, such as EVA and RAROC, as well as assessment methods of company’s financial strength in stress situations (stress testing).
Course Contents
- • Introduction to risk management;
- • Risk governance and enterprise-wide risk management (ERM);
- • The risk management process;
- • Using derivatives for risk management purposes.
Interim Assessment
- Interim assessment (2 module)0.6 * exam + 0.2 * participation in class discussions + 0.2 * topic research
Bibliography
Recommended Core Bibliography
- Jagmohan Negi, & Gaurav Manoher J. (2012). Financial Management and Investment Decisions. [N.p.]: Laxmi Publications Pvt Ltd. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=1909332
- Waitherero, K. F., Wanyoike, M. S., & Muriu, M. S. (2019). Interaction between Financial Risk Management and Value of the Firm among Private Equity Firms in Frontier Markets: A Theoretical Perspective. Journal of Accounting, Finance & Auditing Studies, 5(3), 30–41. https://doi.org/10.32602/jafas.2019.29
Recommended Additional Bibliography
- Derivatives : markets, valuation, and risk management, Whaley, R. E., 2006