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FTMBA 2019_II WORKSHOP Risk Management

This two day course identifies and explores key factors which are essential for corporates to innovate.
Course code
WS030
Course type
FT MBA Course
Weekly Hours
0,67
Term
FS 2019
Language
Englisch
Lecturers
Prof. Dr. Lutz Johanning
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.

All economics decisions are risky; therefore, managers need to estimate the different possible future outcomes of their decisions. This course introduces the concept of risk and the techniques of corporate and financial risk management. A key to these techniques is the understanding of probability distributions, which can be created through simulations. In addition, risk management is linked to the strategic management of a firm.

1) CAPM and Value Added of Risk Management

2) Corporate Risk Management

3) Case Strategic and Risk Management

4) Credit Rating (Counterparty Risk)

  • Identification and definition of ‘risk’ in different contexts
  • Realizing that risk perception is subjective and causes variance in decision making
  • Quantification of ‘risk’ with various risk measures
  • Identifying risks in business strategies
  • Understanding the functionality of options, futures, and swaps
Date Time
Tuesday, 11.06.2019 09:00 - 17:00
All economics decisions are risky; therefore, managers need to estimate the different possible future outcomes of their decisions. This course introduces the concept of risk and the techniques of corporate and financial risk management. A key to these techniques is the understanding of probability distributions, which can be created through simulations. In addition, risk management is linked to the strategic management of a firm.
  • Identification and definition of ‘risk’ in different contexts
  • Realizing that risk perception is subjective and causes variance in decision making
  • Quantification of ‘risk’ with various risk measures
  • Identifying risks in business strategies
  • Understanding the functionality of options, futures, and swaps
Hull, J. (2015): Risk Management and Financial Institutions, chapters 1, 5, 7, 8Additional: Culp, C. (2001): The Risk Management Process, Wiley, chapter 4.Konstantinides (1998): Clarity from competence, Risk 1998, 49.
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