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Management of Financial Risk

When you'll study it
Semester 2
CATS points
15
ECTS points
7.5
Level
Level 7
Module lead
Arben Kita
Academic year
2021-22

Module overview

In this module, the aim is to integrate risk management as part of financial theory and practice. The three main risk concepts in the investment and corporate risk management field are: market risk (times series), credit risk (financial ratings) and operational risk (evaluation and reporting techniques). We introduce the mathematical tools required to quantify, describe and analyse these risks quantitatively (including graphic representation, bootstrapping, calculation of transition matrices, ARCH/GARCH models, VaR, and Monte-Carlo simulation).

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