5910657: C24 C20 Risk Management

Learning Outcomes

After successful completion of the course, students will

Professional competences

• understand the importance and the potential of financial risk management for financial practice.
• select and apply appropriate risk management techniques in practice.
• understand financial crises and their relation to (bad) risk management.

• estimate risk measures from financial data using a range of established models.
• value credit derivatives
• apply appropriate methods to identify and measure financial risks.

• use R for simple calculations.

Lectures Method

• Interactive lecture
• Exercises to be solved individually or in groups between classes

Admission Requirements

• Contents from first semester courses Financial Markets, Statistics, Econometrics

Literature

• Hull, J.C. (2023) Risk Management and Financial Institutions, 6th ed., Wiley Finance.