Risk Management and Financial Institutions [ MGEST2160 ]

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

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.

' Written examination
' Continuous assessment

' Lectures
' Applications in Excel

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