Market and Credit Risk Management

4 units · Graduate courses (200-299)

(Formerly numbered 232E.) Lecture, three hours. Requisites: courses 430, Management-Executive MBA 408 or Management-Full-Time MBA 408 or Management-Fully Employed MBA 408. Discussion of regulatory environment for both market and credit risk management, data necessary to manage these risks, types of models used for risk management, types of securities and techniques for hedging market and credit risks, performance measurement of risk management systems, and other types of risks that affect risk management, such as operation risk, liquidity risk, commodity risk, weather risk, and model risk. Letter grading.