x !
Arkistoitu opetusohjelma 2018–2019
Selaat vanhentunutta opetusohjelmaa. Voimassa olevan opetusohjelman löydät täältä.
KATVRS52 Risk Management and Supervision of Financial Institutions 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
Vakuutus ja riskienhallinta
Faculty of Management

Learning outcomes

This graduate course teaches students the principles of risk management in financial institutions. Requirements from Solvency II for European insurance companies are reviewed. Based on these minimum requirements the process of determining economic capital is taught. Also the various Basel regulations for banks are discussed. The students understand what kinds of risks are present in credit and insurance institutions 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.

Enrolment for University Studies

Enrolment time has expired

Teachers

Elias Oikarinen, Teacher responsible

Teaching

13-Sep-2018 – 11-Oct-2018
Lectures 18 hours
Thu 13-Sep-2018 - 4-Oct-2018 weekly at 14-17, Main building C8
Thu 11-Oct-2018 at 14-17, Main building A2b
1. Exam (lectures + literature)
Thu 18-Oct-2018 at 14-18, Main building A3

Evaluation

Numeric 1-5.