Risk Management Practices and Regulation credit:

4 Hours

Offers a comprehensive coverage of different aspects of risks and regulation of financial institutions. Topics include financial institutions and their trading, risk management frameworks, market risk, interest rate risk, liquidity risk, credit risk, operational risk, latest industry practices and regulation, including Basel and Solvency, fundamental review of trading books, scenario analysis and stress testing, etc. Approved for Letter and S/U grading. Prerequisite: ASRM 401 or MATH 461 or STAT 400 .