Financial Risk Management (FINC3020)
UNIT OF STUDY
Risk is an integral part of financial decisions. Financial risk management is increasingly important and financial analysts must be prepared to assess the level of risk in the marketplace. This course 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, and credit derivatives), liquidity risk and operational risk. The course relies heavily on practically based computer laboratory exercises with emphasis on simulations, real life examples and case studies.
Further unit of study information
1x 2hr lecture and 1x 1hr tutorial per week
Lab exercises (20%), group project (20%), mid semester exam (20%), and final exam (40%)
Faculty/department permission required?
Unit of study rules
Prerequisites and assumed knowledge
Assumed knowledge: FINC3017
Study this unit outside a degree
If you wish to undertake one or more units of study (subjects) for your own interest but not towards a degree, you may enrol in single units as a non-award student.
If you are from another Australian tertiary institution you may be permitted to underake cross-institutional study in one or more units of study at the University of Sydney.