En raison de la crise du COVID-19, les informations ci-dessous sont susceptibles d’être modifiées,
notamment celles qui concernent le mode d’enseignement (en présentiel, en distanciel ou sous un format comodal ou hybride).
5 crédits
30.0 h
Q2
Enseignants
Henrard Luc;
Langue
d'enseignement
d'enseignement
Anglais
Thèmes abordés
The two main themes addressed in this course are :
- 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.
Acquis
d'apprentissage
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. |
Contenu
An economic approach is taken to estimate performance ('risk adjusted return on risk adjusted capital' 'RARORAC- and 'economic value added' 'EVA).
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.
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.
Méthodes d'enseignement
En raison de la crise du COVID-19, les informations de cette rubrique sont particulièrement susceptibles d’être modifiées.
- oral presentation of the workshops (including Q&A)
- interactions with the teacher in class
- activities on hot topics,
- project based learning,
- at home activities
Modes d'évaluation
des acquis des étudiants
des acquis des étudiants
En raison de la crise du COVID-19, les informations de cette rubrique sont particulièrement susceptibles d’être modifiées.
2 workshops to be solved in groups of 4 students maximum . When : before or after the class ( 30 % of the points ) / written exam ( 70 % of the points ) with physical presence in the classroom
Bibliographie
- 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)
Faculté ou entité
en charge
en charge
CLSM
