Course Description

Course Name

Risk Management

Session: VSOS3221

Hours & Credits

3 Credits

Prerequisites & Language Level

Taught In English

  • There is no language prerequisite for courses at this language level.

Overview

Course Learning Goals and Objectives
This course covers innovative risk management strategies using capital and insurance market techniques. This course will include also practice-oriented materials, which are derived from a combination of theory and real-world work experience. Students are expected to understand risk management concepts, strategies, and applications to a risk manager?s day-to-day activities. This course would be useful for students preparing FRM, CFA or seeking some professional positions at finance or insurance industry. Also this course can be a starting point of academic research in risk management area.

Topics include: The role of risk management; Basic risk types, measurement and management tools; Risk-adjusted performance measurement; Enterprise Risk Management (ERM); Value-at-Risk (VaR); Market Risk; Operational risk; Credit risk; Economic capital; and industry specific case studies.

The lectures challenge students to think laterally about some of today's complexities of various risks and risk management strategies, dealing with unknown risks and understanding of the main types of products and markets for implementation of risk management strategies.

*Course content subject to change