EMGT M555 - Financial Risk Analysis
- Credit Hours: 4R-0L-4C
- Term Available: See Dept
- Graduate Studies Eligible: No
- Prerequisites: Junior Standing
- Corequisites: None
This course will introduce students to principles and methods of risk analysis and management in financial systems through topics covering credit risk, market risk, and operational risk of financial institutions. Students will learn about different types of financial institutions, risks associated with various types of financial instruments and structures (e.g., bonds, mutual funds, hedge funds), various credit and market risk models (e.g., value at risk, expected shortfall, credit value at risk) and risk management approaches. Using real-life examples and case studies, students will develop a toolbox of financial risk analysis and management models and methods and understand the appropriate application of these models and methods in effective decision-making.