Bachelor
2022/2023
Risk Management
Type:
Compulsory course (International Business and Management Studies)
Area of studies:
Management
Delivered by:
Department of Finance
When:
3 year, 4 module
Mode of studies:
offline
Open to:
students of one campus
Language:
English
ECTS credits:
3
Contact hours:
40
Course Syllabus
Abstract
Risk Management is a course about quantification of uncertainty in which a company functions and tools to navigate towards the most preferable outcome. The course contains lectures (14 hours) and seminars (26 hours). There are a lot of aspects of risk management. Even though fundamental principles of risk management are given in the course that would guide how to deal with any risk management problem, the main focus is on finance.
Expected Learning Outcomes
- Students understand fundamentals of risk management.
- Students know how changes in interest rate affect fixed-income securities.
- Students are able to construct option strategies in order to counter expected risk.
- Students can apply exchange rates and estimate how currency exchange rate changes can affect national economies.
- Students are familiar with variety of credit risk evaluation methods.
- Students understand institutional challenges with credit risk.
Course Contents
- Introduction and Modern Portfolio Theory
- Interest Rate Risk
- Derivatives
- Foreign Exchange Risk
- Credit Risk
- Systemic Risk
Interim Assessment
- 2022/2023 4th module0.2 * Test 2 + 0.2 * Test 3 + 0.2 * Test 4 + 0.2 * Test 5 + 0.2 * Test 1
