Gestion des risques financiers [ NELFI2405 ]
5.0 crédits ECTS
30.0 h
2q
| Language |
French
|
Place
of the course |
Namur
|
| Prerequisites |
Students should have a solid background in finance, macroeconomics, and statistics prior to taking ELFI-M405 Financial Risk Management
|
| Aims |
After completing this course, students will be able to conduct in depth risk analysis.
The contribution of this Teaching Unit to the development and
command of the skills and learning outcomes of the programme(s) can be
accessed at the end of this sheet, in the section entitled
“Programmes/courses offering this Teaching Unit”.
|
| Evaluation methods |
Written exam + oral presentations
|
| Teaching methods |
The course is based on lecture and in-class présentation
|
| Content |
Value at Risk (Philippe Jorion)
|
| Bibliography |
Risk is a very broad notion. For some people, it refers to the performance variance, for others it corresponds to the likelihood of a negative outcomes, others are even mainly concerned with the potential failure of achieving a given target performance level. The aim of this course entitled "Financial risk management" is among other things, to clarify the notion of risk and to offer an in-depth presentation of the main techniques and methods designed to measure, analyze and forecast risk. Two types of risk will be especially scrutinized : the 'country risk' and the 'market risk' through the VaR analysis (Value at Risk).
|
Cycle et année
d'étude |
> Master of arts in Business engineering
> Master [120] in Management
> Master [120] in Management, Professional Focus
> Master [120] in Business engineering, professional focus
> Master in Management, Teaching Focus
|
Faculty or entity
in charge |
> EAFN
|
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|
