Curriculum For Financial Risk Analysis and Management at Antai College of Economics & Management
Name Financial Risk Analysis and Management
Through the study to this course, the students are required to understand the content, feature, constitution and function of Financial Risk Management, to understand the methods and means of Financial Risk Management at home and abroad, to understand risk budget management. Students also need to master the classification of financial risk. There are many methods to measure financial risk such as Standard Deviation ,VaR, Option Cost ,KMV, Risk Matrix and so on ,so it is necessary to master the features and limitations of all these methods. In addition, students are also expected to realize and analyze the danger and function of financial risk in the market correctly, to apply various derivatives comprehensively such as Forward, Future, Option and Swap to solve actual problems about risk management.
The main contents in this course include: (1) The concept, classification, identification, measurement and control of Financial Risk Management; (2) Various measuring methods which mainly include VaR, CVaR, Option Cost, KMV; (3) Measurement and management of Credit Risk; (4) The Origin, Development, Feature, Procedure and Application of Risk Budget Management; (5) The management method and case study of market risk, liquidity risk , operation risk and event risk.