To give students knowledge and understanding of the risk management.
Contents
The course deals with the ways in which risks are quantified and managed by financial institutions. Among the topics covered are market risk, credit risk, operational risk, the regulation of banks, and the credit derivatives market.
Teaching methods
Lectures and exercises (about 24 h)
Teaching language
English
Modes of study
Evaluation
and evaluation criteria
Numeric 1-5.
Preliminary exam, assignments, final exam