Show/hide contentOpenClose All
Curricular information is subject to change
• On completing this module, students will have an understanding of major Risk Management issues, and knowledge of the theory, valuation, and basic mathematics required for financial risk management.
• Students should be able to produce and interpret such quantities as Value at Risk (VaR) and Expected Shortfall.
• Students should be able to construct Hedge portfolios for managing both financial risks, and should have conceptual understanding of the quantities indicated by such terms as Delta, Gamma, Theta, Vega, Rho, as well as Duration and Convexity and Cashflow Immunization.
• Students should have a firm grasp of the major historical failures in Institutional Risk Management, and the various Regulatory approaches and Conventions adopted internationally in order to attempt to address and prevent them.
• The ways in which risks are quantified and managed by financial institutions
• The nature of financial institutions and their regulation
• The lessons from the credit crisis that started in 2007
Student Effort Type | Hours |
---|---|
Lectures | 24 |
Tutorial | 12 |
Autonomous Student Learning | 90 |
Total | 126 |
To have passed a corporate finance examination with at least B+.
Description | Timing | Component Scale | % of Final Grade | ||
---|---|---|---|---|---|
Examination: Final Exam | 2 hour End of Trimester Exam | Yes | Alternative linear conversion grade scale 40% | No | 50 |
Continuous Assessment: Participation, Assignments, and Group Project | Throughout the Trimester | n/a | Alternative linear conversion grade scale 40% | No | 25 |
Examination: Midterm Quiz | Unspecified | Yes | Alternative linear conversion grade scale 40% | No | 25 |
Resit In | Terminal Exam |
---|---|
Autumn | Yes - 2 Hour |
• Feedback individually to students, post-assessment
Feedback will be provided both oral and written and both in-class and out of class throughout the trimester.
Name | Role |
---|---|
Zhannur Issayev | Tutor |