| Course Type | Elective Course |
|---|
| Course Level | Bachelor's Degree |
|---|
| Year of Study | - |
|---|
| Semester | - |
|---|
| ECTS | 5 |
|---|
| Name of Lecturer(s) |
|
| Learning Outcomes |
At the end of this course, the students;
- Develop an understanding of what risk is, the types of risk, how it can be measured and transferred, why individuals care about risk, and why corporations care about risk.
- Learn a risk management process that can be applied to a variety of risks.
- Learn the Value at Risk concept and calculating methods for both single financial instruments and portfolios.
- By the end of the semester the student should have a good conceptual framework for analyzing risk and making decisions in a corporate setting.
|
| Mode of Delivery | Face to face |
|---|
| Prerequisites | Yes(BUS311) |
|---|
| Recommended Optional Programme Components | No |
|---|
| Course Description | This course covers the underlying theory, practical applications, and modern developments in the area of financial risk management. The style of instruction is centered on analytical methods but will also include practical works and class discussions.
Students who miss more than 30% of total class hours receive an F2 grade. |
|---|
| Course Contents |
| WEEK |
TOPICS |
|
1st Week |
Introduction to the course |
|
2nd Week |
Basic Mathematical and Statistical Review (1) |
|
3rd Week |
Basic Mathematical and Statistical Review (2) |
|
4th Week |
Risk & Risk Management,Types of risk |
|
5th Week |
Portfolio risk management (1) |
|
6th Week |
Portfolio risk management (2) |
|
7th Week |
Midterm |
|
8th Week |
Market Risk & Value at Risk (VaR) |
|
9th Week |
Interest Rate Risk & FX Risk |
|
10th Week |
Credit Risk and other Risks (Strategic and Operational Risk) |
|
11th Week |
Behavioral Codes Against Risk |
|
12th Week |
Risk & Derivatives |
|
13th Week |
Rating Agencies & Global Risk Management |
|
14th Week |
Presentations |
|
| Recommended or Required Reading | 1. Fundamentals of Investing 4th Edition By Scott B. Smart, Chad J. Zutter
2. Value at Risk, The New Benchmark for Managing Financial Risk 3rd Edition By Philippe Jorion
3.Risk Management and Simulation 1st Edition by Gupta, Aparna
|
|---|
| Planned Learning Activities and Teaching Methods |
- Questions/Answers
- Discussion
- Lecture
- Case Study
- Problem Solving
|
|---|
| Assessment Methods and Criteria |
|
Quantity |
Percentage (%) |
| Mid-term |
1 |
20 |
| Assignment |
2 |
40 |
| Total(%) |
|
60 |
| Contribution of In-term Studies to Overall Grade(%) |
|
60 |
| Contribution of Final Examination to Overall Grade(%) |
|
40 |
| Total(%) |
|
100 |
|
| ECTS Allocated Based on Student Workload |
| Activities |
Quantity |
Duration (Hour) |
Total Workload (Hour) |
| Midterm exam |
1 |
1.5 |
1.5 |
| Preparation for Quiz |
|
|
|
| Individual or group work |
1 |
30 |
30 |
| Preparation for Final exam |
1 |
18 |
18 |
| Course hours |
14 |
3 |
42 |
| Preparation for Midterm exam |
1 |
18 |
18 |
| Laboratory (including preparation) |
1 |
20 |
20 |
| Final exam |
1 |
1.5 |
1.5 |
| Homework |
2 |
10 |
20 |
| Total Work Load | 151 |
| Total Work Load / 30 (h) | 5.03 |
| ECTS Credit of the Course | 5 |
|
| Language of Instruction | English |
|---|
| Work Placement(s) | No |
|---|
