Risk is an integral part of financial decisions. Following the rapid evolution of the discipline of financial risk management, analysts must be prepared to access the level of risk in the marketplace. This unit explores the basic concepts of modelling, measuring and managing financial risks within the regulatory framework. Topics covered include market risk (value-at-risk and expected loss), credit risk (single name, portfolio, ratings and market based models, credit derivatives), liquidity risk and operational risk. To overcome the rather quantitative nature of the topics, the unit relies heavily on practical based lab exercises with emphasis on simulations, real life examples and case studies.
Details
Academic unit | Finance |
---|---|
Unit code | FINC6023 |
Unit name | Financial Risk Management |
Session, year
?
|
Semester 1, 2022 |
Attendance mode | Normal day |
Location | Remote |
Credit points | 6 |
Enrolment rules
Prohibitions
?
|
None |
---|---|
Prerequisites
?
|
FINC5001 |
Corequisites
?
|
None |
Available to study abroad and exchange students | Yes |
Teaching staff and contact details
Coordinator | Jiri Svec, jiri.svec@sydney.edu.au |
---|---|
Lecturer(s) | Jiri Svec , jiri.svec@sydney.edu.au |
Administrative staff | He Huang |