d'enseignement
- portfolio theory,
- basic understanding of probability theories,
- statistics,
- financial markets and financial instruments.
- how do Financial Institutions quantify and manage their risks ( through the concepts of Economic Capital, RARORAC and EVA with a special focus on Credit and Counterparty risks, ALM risk, Trading risk, Operational risk and Securitization)
- the impact of the new banking regulations on the risk appetite, the business model and the governance of these Institutions.
d'apprentissage
A la fin de cette unité d’enseignement, l’étudiant est capable de : | |
| 1 | During their programme, students of the LSM Master¿s in management or Master¿s in Business engineering will have developed the following capabilities¿ KNOWLEDGE AND REASONING 2.4 Activate and apply the acquired knowledge accordingly to solve a problem. TEAMWORK AND LEADERSHIP 6.1 Work in a team :Join in and collaborate with team members. Be open and take into consideration the different points of view and ways of thinking, manage differences and conflicts constructively, accept diversity. COMMUNICATION AND INTERPERSONAL SKILLS 8.1 Express a clear and structured message, both orally and in writing in their mother tongue, in English and ideally, in a third language, adapted to the audience and using context specific communication standards. PERSONAL AND PROFESSIONAL DEVELOPMENT 9.4 Quick study, lifelong learner : quickly and independently assimilate new information and skills needed to evolve in their professional environment, learn from successes and errors in the spirit of lifelong learning.
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La contribution de cette UE au développement et à la maîtrise des compétences et acquis du (des) programme(s) est accessible à la fin de cette fiche, dans la partie « Programmes/formations proposant cette unité d’enseignement (UE) ».
Measures such as Expected Loss, Unexpected Loss, Value at Risk, Fair Value and Economic/Regulatory Capital are developed.
Students will have also to complete business cases related to risk management issues.
- oral presentation of the workshops (including Q&A)
- interactions with the teacher in class
- activities on hot topics,
- project based learning,
- at home activities
des acquis des étudiants
- Date: will be specified later
- Type of evaluation: 2 workshops per group of 4
- Comments: 30% of points + Q & A points per course
- Oral: No
- Written: 3h
- Unavailability or comments: 70% of points
- Oral: No
- Written: 3h
- Unavailability or comments: 70% of points
- Support : books and articles available at the library or on internet.
- Slides that summarize lecture contents will be available on Moodle.
- Reference books : 'Risk management in Banking' by Joel Bessis (John Wiley and Sons, Ltd) - ' Risk Management and Financial Institutions' by John Hull ( Pearson)
en charge
