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ME2070 Enterprise Risk Management in Financial Industry 7.5 credits

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Information per course offering

Course offerings are missing for current or upcoming semesters.

Course syllabus as PDF

Please note: all information from the Course syllabus is available on this page in an accessible format.

Course syllabus ME2070 (Spring 2012–)
Headings with content from the Course syllabus ME2070 (Spring 2012–) are denoted with an asterisk ( )

Content and learning outcomes

Course contents

No information inserted

Intended learning outcomes

The goal of this course is to give practical knowledge about risk management in banks and insurance companies. Risk management is seen as an interaction between the application of mathematical models and soft factors such as risk culture, administrative processes, controls, monitoring and more. This in a world strictly controlled by regulations such as Basel III and Solvency II, the board and shareholders' demands and more. After completing the course you should be able to:
1. Understand and describe what enterprise risk management mean in general and in individual risk areas of market risk, credit risk, liquidity risk and operational risk.
2. Understanding the reasons for and objectives of the regulatory Basel II & "III" and Solvency II and the impact of these regulations.
3. Apply the theoretical concepts in case studies.

Literature and preparations

Specific prerequisites

SF2974 Portfolio theory and Risk Management and SF2980 Risk Managment or equivalent.

Literature

You can find information about course literature either in the course memo for the course offering or in the course room in Canvas.

Examination and completion

Grading scale

A, B, C, D, E, FX, F

Examination

  • SEM1 - Seminars, 3.5 credits, grading scale: P, F
  • TEN1 - Examination, 4.0 credits, grading scale: A, B, C, D, E, FX, F

Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.

The examiner may apply another examination format when re-examining individual students.

If the course is discontinued, students may request to be examined during the following two academic years.

Examiner

Profile picture Bo Karlson

Ethical approach

  • All members of a group are responsible for the group's work.
  • In any assessment, every student shall honestly disclose any help received and sources used.
  • In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.

Further information

Course room in Canvas

Registered students find further information about the implementation of the course in the course room in Canvas. A link to the course room can be found under the tab Studies in the Personal menu at the start of the course.

Offered by

ITM/Industrial Economics and Management

Main field of study

Industrial Management

Education cycle

Second cycle