This course exami nes how risks are quantified and managed by financial institutions. It provides an overview of international regulatory rules for financial institutions and the mathematics of downside risk measures. Using this framework, methods for measuring and controlling market risk, credit risk, and operational risk are examined. Additional topics include risk adjusted return on capital and lessons learned from large losses by financial institutions.Weekly
This course exami nes how risks are quantified and managed by financial institutions. It provides an overview of international regulatory rules for financial institutions and the mathematics of downside risk measures. Using this framework, methods for measuring and controlling market risk, credit risk, and operational risk are examined. Additional topics include risk adjusted return on capital and lessons learned from large losses by financial institutions.Weekly
