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Магистратура 2019/2020

Управление рисками II

Статус: Курс по выбору (Финансовая экономика)
Направление: 38.04.01. Экономика
Когда читается: 1-й курс, 3 модуль
Формат изучения: Full time
Прогр. обучения: Финансовая экономика
Язык: английский
Кредиты: 3

Course Syllabus

Abstract

The course will give understanding of the risk framework, risk appetite, risk processes, risk-based pricing and risk infrastructure. The students will get knowledge of how financial institutions create value via risk management. There is no higher math in this course. Prerequisite courses: Accounting, statistics, econometrics. Corporate finance is recommended
Learning Objectives

Learning Objectives

  • The aim of this course is to provide understanding of practical grounds of risk management in financial institutions.
Expected Learning Outcomes

Expected Learning Outcomes

  • make management decisions and is ready to take responsibility for them
  • analyze, verify, evaluate the completeness of information in the course of professional activities, if necessary, to fill and synthesize the missing information
  • make economic and financial organizational and managerial decisions in professional activities
Course Contents

Course Contents

  • 1. Overall risk framework. Regulation 2. Corporate redit risk management 3. Retail credit risk management 4. Market risk management 5. Asset Liability Management I 6. Asset Liability Management II 7. Operational risk. New types of risks – overview. IT in risk management 8. Enterprise risk management
Assessment Elements

Assessment Elements

  • non-blocking home assignment
    Students who did not hand in the assignment due to a valid reason are assigned an additonal date to submit it.
  • non-blocking final exam
Interim Assessment

Interim Assessment

  • Interim assessment (3 module)
    0.7 * final exam + 0.3 * home assignment
Bibliography

Bibliography

Recommended Core Bibliography

  • Risk management in banking, Bessis J., 2002

Recommended Additional Bibliography

  • Options, futures, and other derivatives, Hull J. C., 2009
  • The economics of money, banking, and financial markets, Mishkin F. S., 2004