Course Contents and Methodology
Financial Risk Management
The crash of 1929, the oil crisis, the Great Recession,… financial catastrophes have taught the industry to be vigilant about risks, and financial regulators have demanded increasing levels of reporting, capital adequacy and strict methodologies to be implemented across the different areas of the financial sector.
The result is a zoology of risk theories and implementations, loosely classified as Market Risk, Credit Risk, Liquidity Risk, Operational Risk, Legal Risk, Gap Risk, and many others.
This course develops concepts and methodologies in financial risk cross all aspects of these, from three different perspectives simultaneously; first, it develops the principles and methodologies for the most common implementations; second, it provides a historical perspective of the field, and third, it covers these aspects from the three main branches of the sector: banking, asset management and insurance.
Basel I, II, III, …
MNPI, SOX, …
UCITS, MIFID, …
Risk Management Course
This course develops methodologies for risk calculation, concepts of risk control, business cases of failures, fraud and losses, and regulatory frameworks across the financial sector
- History of events and regulation
- Basel accord and its consequences
- Return & volatility: measuring risks
- Regulation and compliance
- Operational risk and Due Diligence
- Business cases
The course offers an interactive element where situations and theoretical cases are discussed:
- Identifying risks in businesses
- Measuring market risk, credit risk of portfolios
- RiskMetrics, Creditmetrics, SCR, VaR, CVaR, etc.
Here you can find all lecture notes, lecture videos, a curated YouTube video library as well as other documentation which may prove useful for the course.
Access is restricted to subscribers and students enrolled in the course.