LFU:online

The course specializes in risk management issues, in particular as applied to financial institutions. The seminar's objective is to build up sound knowledge about how to identify, measure and manage various risk categories. The course is sub-divided into two compontents: the first part covers textbook knowledge, while the second part deals with the application of methods of risk management by means of computer modeling based on real financial market data.

Selected chapters of Hull (2010), computational model building

Group work, presentations, discussions, problem sets

Oral test, presentations, problem sets 

- Hull, J.C. (2010) Risk Management and Financial Institutions, Pearson, New Jersey more literature will be communicated in the lectures

Admission requirement: Positive grading of SBWL Bankmanagement (basic course) or SBWL Finanzmanagement.

Compulsory attendance at the first session! Attendance check