Financial Risk Management
1. Risk, Risk Management, and Risk Measures2. Risk Models in Market Risk 3. Risk Models in Credit Risk4. Risk Management Strategies 5. Financial Crises and Risk Regulation
Course code
FIN603
Course type
MSc Course
Weekly Hours
2,5
ECTS
5.0
Term
FS 2020
Language
Englisch
Lecturers
Dr. Thomas Ridder
Please note that exchange students obtain a higher number of credits in the BSc-program at WHU than listed here. For further information please contact directly the International Relations Office.
Course content
- Concepts and Methods in Financial Risk Management
- Applications in Credit Risk
- Applications in Market Risk
- Applications in Operational Risk and other Risk
- Current Developments in Financial Markets Regulation
- Applications in Credit Risk
- Applications in Market Risk
- Applications in Operational Risk and other Risk
- Current Developments in Financial Markets Regulation
Class dates
| Date | Time |
|---|---|
| Thursday, 05.03.2020 | 13:45 - 18:45 |
| Thursday, 12.03.2020 | 13:45 - 18:45 |
| Friday, 20.03.2020 | 11:30 - 17:00 |
| Thursday, 26.03.2020 | 15:30 - 20:30 |
| Thursday, 02.04.2020 | 13:45 - 18:45 |
| Wednesday, 08.04.2020 | 15:30 - 20:30 |
| Tuesday, 28.04.2020 | 13:45 - 15:15 |
Literature
McNeil, Frey, Embrechts (2015): Quantitative Risk Management. Concepts, Techniques and Tools. 2nd ed. Princeton University Press Saunders, Cornett (2018): Financial Institutions Management. A Risk Management Approach, 9th ed. McGraw-Hill
Learningmethods
Teaching and exercises
Exam
Written Exam
Requirements
Grundlagen Statistik und Wahrscheinlichkeitsrechnung- Zufallsvariable und ihre Verteilungen- Statistische Schätz- und TestverfahrenGrundlagen Corporate FinanceGrundlagen der Bewertung von Finanzinstrumente: Anleihen, Derivate, etc.
Total workload
150