Financial Risk Management
FINC6023
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.
Unit of study details
Unit of study level: Postgraduate
Credit points: 6
Commencing semesters: 1
Further unit of study information
Unit of study handbook: FINC6023
Costs and scholarships information: Costs and Scholarships
Final dates to withdraw from units of study: Census Dates
Available for study abroad and exchange: Yes