Risk Management in Banking

Module code: EC3096

This module will introduce you to the most common models and techniques used in the finance industry to measure and manage risk.  This incorporates the tools used in risk management including managing individual sensitivities (e.g. delta) and broader techniques such as the Value-at-Risk (VaR) and Expected Shortfall (ES) of assets and portfolios.  Throughout there will be a strong focus on managing risks in financial institutions in particular credit, operational, and liquidity risks along with the key regulatory requirements effecting risk management.