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FIN 686 Applied Financial Risk Management and Policy

Course Description: This course integrates the theory of risk management with the practical problems of financial and nonfinancial risks faced by business firms and other organizations. Both quantitative techniques and qualitative methods utilized for risk management applications are addressed. The methodologies and tools used in identifying, measuring, managing and monitoring market risk, credit risk, operational risk, and liquidity risk are discussed. Difficulties related to risk budgeting, counterparty risks and to modeling risk aggregation arc explored. The course makes extensive use of case studies. Course Rotation:

Credits

3 credits

Prerequisite

FIN 632 Minimum Grade of B and FIN 654 Minimum Grade of B and FIN 661 Minimum Grade of B