5.00 crédits
30.0 h
Q2
Enseignants
Candelon Bertrand;
Langue
d'enseignement
d'enseignement
Anglais
Préalables
- portfolio theory,
- basic understanding of probability theories,
- statistics,
- financial markets and financial instruments.
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
Ce cours se propose de mieux comprendre les risques présents dans les institutions financières
Il couvre les sujets suivants:
- Les institutions financières et les échanges sur les marchés.
- Le risque de marché.
- La régulation bancaire et le rique de crédit
- Les risques de liquidité, opérationnel et de modèles.
- Le risque systèmique;
Il couvre les sujets suivants:
- Les institutions financières et les échanges sur les marchés.
- Le risque de marché.
- La régulation bancaire et le rique de crédit
- Les risques de liquidité, opérationnel et de modèles.
- Le risque systèmique;
Méthodes d'enseignement
Lectures, classes inversées, ateliers, interventions d'experts, travail hebdomadaire, projet final.
Modes d'évaluation
des acquis des étudiants
des acquis des étudiants
Lectures, QCM, assignments, projet
Ressources
en ligne
en ligne
Moodle et team.
Bibliographie
John C. Hull (2018) “Risk Management and Financial Institutions”, 5th edition.
Roncalli, T. (2020), "Handbook ofFinancial Risk Management", Chapman Hall/CRC Financial Mathematics Series,which is available at http://thierry-roncalli.com/RiskManagement.html.
Roncalli, T. (2020), "Handbook ofFinancial Risk Management", Chapman Hall/CRC Financial Mathematics Series,which is available at http://thierry-roncalli.com/RiskManagement.html.
Faculté ou entité
en charge
en charge
CLSM
