Id: 039134 Credits Min: 3 Credits Max: 3

Description

This course deals with the theoretical and practical approaches to effective financial risk management. It covers risk management techniques for corporations and for management of equity, bond, derivatives and investment portfolios. Topics include measurement of corporate risk exposure, portfolio risk exposure and value at risk (VAR) for financial institutions; risk and diversification, modern portfolio theory, concentrated equity positions, portfolio benchmarking, the importance of asset allocations; market risk management, currency risk exposures, credit risk management, interest rate risks, and operational & integrated risk management; and computer applications.

Prerequisites

FINA.6010 Corporate Finance, or FINA.6210 Security Analysis and Portfolio Management, or permission of graduate program coordinator.

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