Financial Risk Management

Module code: EC7097

Module co-ordinator: Dr Dan Ladley

Some of the most spectacular losses in finance have been due to failures in risk management: either a failure to properly appreciate the risk of an investment or a failure to manage the people taking the risk. It has been said that 'the best investors do not focus on return, they focus first on risk'. This module will help you do this. It will consider the key types of financial risk and how they may be estimated and reduced to manage portfolio returns.

Topics covered

  • Introduction to key models and techniques used for risk management in the financial industry
  • Value-At-Risk and Expected Shortfall risk measures
  • Strategies for risk reduction
  • Managing risks in financial institutions, especially credit, operational, liquidity, and execution risks
  • Key regulatory requirements affecting risk management

Learning

  • Twenty one-hour lectures
  • Five one-hour tutorials

Assessment

  • Coursework (70%)
  • Exam, one hour (30%)
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