Corporate Risk Management

2023/2024

Academic Year

ENG

Instruction in English

3

ECTS credits

Delivered at:

School of Finance

Course type:

Elective course

When:

1 year, 4 module

Instructors

Dranev, Yury

Kuchin, Ilia

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.