Can I read MSc Financial Economics: Risk Management Syllabus on EtoBox?

MSc Financial Economics: Risk Management Syllabus by Joseph Soliven is a document available to read on EtoBox.

What is MSc Financial Economics: Risk Management Syllabus about?

This course covers risk management in financial institutions, focusing on market risk and credit risk. The first part analyzes how to model and quantify market risk using value-at-risk and expected shortfall. It also examines market risk management tools and banking regulation. The second part introduces models for credit risk of single counterparties and portfolios. Topics include default probabilities, exposure, loss given default, correlated defaults, economic capital, Basel regulation, and credit risk m

Author

Joseph Soliven

Language

EN