2023/2024
Корпоративный риск-менеджмент
Статус:
Маго-лего
Кто читает:
Школа финансов
Когда читается:
4 модуль
Охват аудитории:
для своего кампуса
Язык:
английский
Кредиты:
3
Контактные часы:
36
Course Syllabus
Abstract
The course is designed for master students and represents an upper level course. This course discusses risk management from the perspective of non-financial corporations. The course examines various types of risks (market risks, credit risks and operational risks) and risk-management procedures in the context of the general framework of enterprise-wide risk management (ERM). The emphasis of the course is on theoretical approach of creating value with implementation of ERM rather than on the technical details of statistical measurement and pricing of derivatives. The course considers issues of risk measurement, risk aggregation, performance evaluation, capital allocation and strategic decision making. The course does not require extensive knowledge of mathematics and statistics.