BF_008
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Banking
Program
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The course provides a deep understanding the risk issue. The course concentrates on different types of risks and the ways to protect business of the negative effects.
Expected Outcome / Learning
At the end of this course, students will know how investment portfolios are created and evaluated. More specifically they will be able to:
- Understand the risk issue
- Conduct a proper analysis and work out a strategy to protect business from negative effects
- Implement various insurance tools and methods to diminish or avoid risks.
Risk Management and Financial Institutions: International Edition, John C. Hull, 2/E, Pearson, 2010, ISBN: 9780138006174
Suggested Readings
Supplementary readings will be provided in the reading assignments for each module.
Students must maintain the readings, discussion participation, quizzes and assignments to obtain a passing grade in the course. To obtain a superior grade, students must demonstrate a high degree of quality in their work.
IMPORTANT
PLEASE NOTE THAT PLAGIARISM (copying other writers' text without due citation or recognition) WILL NOT BE TOLERATED. Plagiarism is equal to cheating in exams as it means "stealing" solutions to problems, ideas or written text from other people and pretending they are your own. Students caught committing these forms of cheating will be subject to course failure and will be reported to the Dean of the University. Two instances of cheating or plagiarism will be cause for academic suspension.
Students must maintain the readings, discussion participation, quizzes and assignments to obtain a passing grade in the course. To obtain a superior grade, students must demonstrate a high degree of quality in their work.
IMPORTANT
PLEASE NOTE THAT PLAGIARISM (copying other writers' text without due citation or recognition) WILL NOT BE TOLERATED. Plagiarism is equal to cheating in exams as it means "stealing" solutions to problems, ideas or written text from other people and pretending they are your own. Students caught committing these forms of cheating will be subject to course failure and will be reported to the Dean of the University. Two instances of cheating or plagiarism will be cause for academic suspension.
For information on what plagiarism is and how to avoid it, please read the pages 41 and 41 in the book: TURABIAN, Kate L., A Manual for Writers of Research Papers, Theses, and Dissertations, Chicago Style for Students and Researchers, 7th Edition, The University of Chicago Press, 2007.
COURSE
SCHEDULE
Module
1
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|
Description
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Introduction
Banks Insurance Mutual Funds and Hedge Funds |
Read
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|
Prepare
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Module 2
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|
Description
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Mutual Funds and Hedge Funds
Financial Instruments How Traders Manage Their Exposures |
Read
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Prepare
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Module 3
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|
Description
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Interest Rate Risk
Value at Risk Volatility |
Read
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|
Prepare
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Module 4
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|
Description
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Correlation
and Copulas
Regulation, Basel II, and Solvency II Market Risk VaR: Historical Simulation Approach |
Read
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|
Prepare
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Module 5
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|
Description
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Market
Risk VaR: Model-Building Approach
Credit Risk: Estimating Default Probabilities Credit Risk Losses and Credit VaR |
Read
|
|
Prepare
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Module 6
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|
Description
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ABSs, CDOs, and the Credit Crunch of
2007
Scenario Analysis and Stress Testing Operational Risk |
Read
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|
Prepare
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Module
7
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|
Description
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Liquidity
Risk
Model Risk Economic Capital and RAROC Risk Management Mistakes to avoid |
Read
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Prepare
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Module 8
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|
Description
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Final Exam
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Read
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Prepare
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