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Risk Management and Financial Institutions [ MGEST2160 ]


5.0 crédits ECTS  30.0 h   2q 

Teacher(s) Platten Isabelle ;
Language French
Place
of the course
Mons
Main themes

1. Financial institutions: banks, insurance companies, pension funds, mutual funds and hedge funds
2. Financial instruments and risk management
3. VaR
4. The regulation of financial institutions
5. VaR and market risk
6. Credit risk
7. Operational, model and liquidity risks
8. Economic capital

Aims

The course introduces, analyses and quantifies the risks managed by financial institutions.  On completion of this course, students will have knowledge of the main financial institutions and the regulations governing them and will understand how market, credit, liquidity and operational risks are managed.

Evaluation methods

' Written examination
' Continuous assessment

Teaching methods

' Lectures
' Applications in Excel

Bibliography

HULL J.C. (2009), Risk Management and Financial Institutions, 2nd Ed., Prentice
Hall.

Cycle et année
d'étude
> Master 120 of arts in Business engineering
> Master [120] in Management
> Master 120 in Management
> Master [120] in Business Engineering
Faculty or entity
in charge
> BLSM


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