ME294U Enterprice Risk Management in Financial Industry/Commissioned Course/ 7.5 credits
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Course syllabus as PDF
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Course syllabus ME294U (Spring 2012–)Content and learning outcomes
Course contents
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
Recommended prerequisites
SF2974 Portfolio Theory and Risk Management and SF2980 Risk Managment or equivalent.
Equipment
Literature
Examination and completion
If the course is discontinued, students may request to be examined during the following two academic years.
Grading scale
Examination
- SEM1 - Seminars, 3.5 credits, grading scale: P, F
- TEN1 - Examination, 4.0 credits, grading scale: A, B, C, D, E, FX, F
Opportunity to complete the requirements via supplementary examination
Opportunity to raise an approved grade via renewed examination
Examiner
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.