FIN-382 Risk Management

Risk Management presents an overview of the measurement and management of risks in modern financial institutions. The course begins with a review of topics, such as the efficient frontier and capital asset pricing model (CAPM) that serve as a basis for understanding risk-return analysis. The course then moves on to examine various tools used in measuring and analyzing risks, placing emphasis on value at risk (VaR) approaches. This course also discusses off-balance-sheet items such as loan commitments and securitization and examines the role of regulators in controlling such risks. As a foundation for understanding financial crises, the course describes the U.S. mortgage market, asset-backed securities (ABSs) and collateralized debt obligations (CDOs). Finally, the course evaluates the benefits of scenario analysis and stress testing.

U Advisory: This is an upper-level finance course. It is advisable to have knowledge in FIN-301 Principles of Finance, MAT-119 Quantitative Business Analysis or MAT-121 College Algebra, and STA-201 Principles of Statistics with grades of C or better to succeed in this course. Students are responsible for making sure that they have the necessary knowledge.

Study Methods:

     Online Courses (FIN-382-OL) May 2014 Jun 2014 Jul 2014 Aug 2014 Sep 2014 Oct 2014 Nov 2014 Dec 2014

Semester Hours: 3

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