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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 2021
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.
- 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
Date Time
Thursday, 11.03.2021 13:45 - 18:45
Thursday, 18.03.2021 13:45 - 18:45
Friday, 19.03.2021 13:45 - 18:45
Tuesday, 23.03.2021 15:30 - 20:30
Thursday, 01.04.2021 13:45 - 18:45
Thursday, 15.04.2021 13:45 - 18:45
Tuesday, 20.04.2021 09:00 - 10:30
•Adequate use and judgement of basic risk management and measurement methods in finance
•Interpretation of Value-at-Risk and other key risk figures
•Distinctions between market risk and credit risk in financial markets
•Financial markets regulation
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
Teaching and exercises
Written Exam (might be adjusted if necessary due to corona)
Grundlagen Statistik und Wahrscheinlichkeitsrechnung Grundlagen Corporate Finance Grundlagen der Bewertung von Finanzinstrumente: Anleihen, Derivate, etc.
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