Магистратура
2020/2021
Управление рисками II
Статус:
Курс по выбору (Финансовая экономика)
Направление:
38.04.01. Экономика
Кто читает:
Международный институт экономики и финансов
Где читается:
Международный институт экономики и финансов
Когда читается:
2-й курс, 3 модуль
Формат изучения:
без онлайн-курса
Прогр. обучения:
Финансовая экономика
Язык:
английский
Кредиты:
3
Контактные часы:
32
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
- The aim of this course is to provide understanding of practical grounds of risk management in financial institutions.
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
- 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