Financial Risk Management

2 Credits

This course is a practical introduction to the main concepts of managing risk, namely market, credit, liquidity, operational, legal and regulatory, business, strategic, and reputation risk. However, the bulk of the course will focus on financial market and credit risk. The course will make little use of mathematical formalism and will emphasize intuitive quantitative arguments. Students are expected to be comfortable with basic probability and statistics and be able to program either in a formal language such as MATLAB or in Excel.