Advanced Financial Risk Management
Module code: EC7106
The finance industry is continually innovating. This often leads to new profits; however, when things go wrong, the consequences can be disastrous. The 2008 financial crisis put the spotlight on risk management and those professionals responsible for it. New procedures and sophisticated techniques have been developed to more accurately measure and control risk. In this module we will look at these in detail, examining the state of modern financial risk management.
- Advanced approaches to risk management used in the finance industry
- Numerical models and applied techniques such as extreme value theory and copulas, and the analysis of market risk, operational risk, credit risk, and the risks of structured products
- The cutting edge of risk management