434250 VU Risk Management and Derivatives

winter semester 2020/2021 | Last update: 23.12.2020 Place course on memo list
434250
VU Risk Management and Derivatives
VU 2
4
Requirements for admission: positive grading of SBWL Finance: Corporate Finance and Corporate Valuation or SBWL Finance: Financial Markets, Asset Management and Valuation or SBWL Finance: Financial Institutions, Financial Innovations and Fintechs
weekly
each semester
English
The lecture specializes in risk management issues, in particular as applied to financial institutions. The lectures' objective is to build up sound knowledge about how to identify, measure and manage various risk categories.
Defining and measuring risk; Decisions under risk; Financial risk measures; Risk management instruments; Supervisory requirements (Basel I & II); Credit risk models
Lecture
written exam
- Lecture notes; - Hull, J.C. (2007) Risk Management and Financial Institutions, Pearson, New Jersey - Crouhy, M./Galai, D./Mark, R. (2001), Risk Management, New York et al.; - Jorion, P. (2001), Value at Risk, 2. Aufl., New York et al.; further literature will be communicated in the lectures;

Requirements for admission to the course: positive grading of the course exam SBWL Bankmanagement or SBWL Finanzmanagent.

Requirements for admission to the course: positive grading of the course exam SBWL Bankmanagement or SBWL Finanzmanagent.
see dates
Group 0
Date Time Location
Mon 2020-10-05
10.00 - 12.45 eLecture - online eLecture - online
Mon 2020-10-12
10.00 - 12.45 eLecture - online eLecture - online
Mon 2020-10-19
10.00 - 12.45 SR 19 (Sowi) SR 19 (Sowi) Barrier-free
Mon 2020-11-09
10.00 - 12.45 SR 19 (Sowi) SR 19 (Sowi) Barrier-free
Mon 2020-11-16
10.00 - 12.45 SR 19 (Sowi) SR 19 (Sowi) Barrier-free
Mon 2020-11-23
10.00 - 12.45 SR 19 (Sowi) SR 19 (Sowi) Barrier-free
Mon 2020-11-30
10.00 - 12.45 SR 19 (Sowi) SR 19 (Sowi) Barrier-free
Mon 2020-12-07
10.00 - 12.45 SR 19 (Sowi) SR 19 (Sowi) Barrier-free
Mon 2020-12-14
10.00 - 12.45 SR 19 (Sowi) SR 19 (Sowi) Barrier-free
Wed 2021-02-03
12.00 - 13.45 SR 19 (Sowi) SR 19 (Sowi) Barrier-free Präsenzprüfung