FINANCIAL RISK MANAGEMENT
FRANK ANDREAS SCHITTENHELM
Academic year2021/22
CourseBANKING FINANCE FINANCIAL MARKETS
Code650PP
Credits6
PeriodSemester 2
LanguageItalian
Modules | Area | Type | Hours | Teacher(s) |
FINANCIAL RISK MANAGEMENT | SECS-P/11 | LEZIONI | 42 | |
Programma non disponibile nella lingua selezionata
Knowledge
The learning target of this lecture is to understand
- the specific aspects of operative risk management,
- the different types of risk measure,
- how to calculate risk measures,
- the pro and cons of different company risk measures,
- the impact of solvency regulations.
Prerequisites
Financial Math
Teaching methods
Lectures, Business Cases, Software Application
Bibliography
Lecture notes
Basic Literature
- Lam: Enterprise Risk Management, John Wiley & Sons
- Crouhy/Galai/Mark: The essentials of Risk Management, McGraw-Hill
- Wengert/Schittenhelm: Corporate Risk Management, SpringerGabler
Additional Literature
- Bodie/Kane/Marcus: Investments, McGraw-Hill
- Hull: Options, Futures and Other Derivatives, Financial Times
- Schittenhelm: Solvency II, Euroforum
- www.risknet.de
- https://www.coso.org/Pages/erm-integratedframework.aspx
- https://www.iso.org/iso-31000-risk-management.html
Assessment methods
Oral exam, Case studies, mid-term
Updated: 24/05/2022 17:15