Vorlesungsverzeichnis

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Start > Masterprogramm Management & Entrepreneurship [ab WS 2011/12] (M.A./M.Sc.) -> Major Management & Financial Institutions -> Risk Management

Lehrveranstaltungen

Risk Management (Seminar)

Dozent/in: Andrea Schertler

Termin:
 wöchentlich | Mittwoch | 08:15 - 11:45 | 14.10.2013 - 27.11.2013 | C 6.320 Seminarraum | October - November
Einzeltermin | Mo, 25.11.2013, 08:00 - Mo, 25.11.2013, 15:00 | C 7.319 Seminarraum
Einzeltermin | Di, 10.12.2013, 08:15 - Di, 10.12.2013, 09:15 | C 12.001 Seminarraum | Klausur
Einzeltermin | Mi, 12.02.2014, 08:15 - Mi, 12.02.2014, 09:15 | C 6.320 Seminarraum | Wiederholungsklausur

Inhalt: The course deals with selected types of risks faced by financial institutions, namely interest rate risk, market risk and credit risk. For each type of risk, the following three steps will be carried out: (i) Several procedures available to measure these risks are outlined and their advantages and disadvantages are discussed. (ii) Relevant empirical approaches necessary to implement risk measurement will be explained and students practice these approaches using Excel or a statistical software package. (iii) The use of derivatives will be explained. Students learn how to determine fair values of derivatives contracts.