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2015 Unit of Study

The session(s) below are for 2015. For Summer School 2015 unit of study availability please visit the Summer School website (main Summer session January/February 2016).

The University of Sydney session calendar shows exact dates for sessions.

Financial Risk Management
UoS Code FINC6023
Credit points 6
Offered Semester 1
Prerequisites FINC5001
Assumed Knowledge
Additional Information
Lectures 1x 3hr seminar per week
Assessment Lab exercises (20%), group project (20%), mid semester exam (20%), and final exam (40%)
Description 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.