Financial Risk Management

3 credits · Fuqua School of Business

This course covers the main concepts of financial risk management for banks and asset managers. These include: risk management for banks (mortgages, prepayment risks, commercial loans, credit risk, Basel Accords, capital requirements, stress testing) as well as risk management for asset managers (security selection, selection of weights, systematic risk of portfolio). This course is for MQM: Business Analytics students.