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Arkistoitu opetusohjelma 2013–2014
Selaat vanhentunutta opetusohjelmaa. Voimassa olevan opetusohjelman löydät täältä.
KATVRS52 Financial Institutions’ Risk Management and Regulation 5 ECTS
Periods
Period I Period II Period III Period IV
Language of instruction
English
Type or level of studies
Advanced studies
Course unit descriptions in the curriculum
Kauppatieteiden tutkinto-ohjelma
Vakuutustiede
School of Management

Learning outcomes

This graduate course teaches students the principles of risk management in banks and in insurance companies. Requirements from Basel III framework for banks and Solvency II for European insurance companies are reviewed. Based on these minimum requirements the process of determining economic capital is taught. The students understand what kinds of risks are present in various banking activities and insurance classes and how to manage those risks using state-of –art techniques. Especially, Value-at-Risk methods are applied to estimate the possible financial effect of risks. Various internal and external reporting requirements are summarized. Additional challenges posed by financial conglomerates that include different financial and non-financial companies are also reviewed.

Enrolment for University Studies

Enrolment time has expired

Teachers

Ruuskanen Olli-Pekka, Teacher responsible

Teaching

29-Oct-2013 – 28-Nov-2013
Lectures 18 hours
Tue 29-Oct-2013 - 26-Nov-2013 weekly at 14-16, Pinni ls A 2089
Thu 31-Oct-2013 - 28-Nov-2013 weekly at 14-16, Pinni ls A 3103