2024/2025
Корпоративный риск-менеджмент
Статус:
Маго-лего
Кто читает:
Школа финансов
Когда читается:
4 модуль
Охват аудитории:
для своего кампуса
Язык:
русский
Кредиты:
3
Программа дисциплины
Аннотация
The course is designed for master students and represents an upper level course. This course discusses risk management from the perspective of non-financial corporations. The course examines various types of risks (market risks, credit risks and operational risks) and risk-management procedures in the context of the general framework of enterprise-wide risk management (ERM). The emphasis of the course is on theoretical approach of creating value with implementation of ERM rather than on the technical details of statistical measurement and pricing of derivatives. The course considers issues of risk measurement, risk aggregation, performance evaluation, capital allocation and strategic decision making. The course does not require extensive knowledge of mathematics and statistics.
Цель освоения дисциплины
- After the course student will know: − main features of firm-wide risk management; − key risk-management procedures applicable to market, operational and credit risks; − how and when to use risk management procedures;
- After the course student will be able to: - Classify risks; - Evaluate risk exposure; - Describe the process of risk measurement, risk aggregation, performance evaluation, capital allocation and strategic decision making.
Планируемые результаты обучения
- Broad knowledge of Risk Management; Identification of risk
- The key approaches of risk measurements
- Knowledge of market risk and its management
- Approaches of measuring credit risk; Managing credit risk
- Understanding management of operation risks
- Risk Management Framework: strategic decisions, evaluation of management, future trends and etc.
- Broad knowledge of Risk Management
- Identification of risk
Содержание учебной дисциплины
- Topic 1.The Role of Risk Management.
- Topic 2.Measuring Market Risks.
- Topic 3. Managing Market Risks.
- Topic 4. Measuring and Managing Credit Risk.
- Topic 5. Operational Risk Measurement.
- Topic 6. Firm‐wide Risk Management Framework.
Промежуточная аттестация
- 2024/2025 4th module0.7 * Home assignments based on team work (case studies) + 0.3 * Written final exam
