Financial Risk Management
Lehrinhalte
  • What is risk management? Historical developement of risk management.
    Credit risk, Market risk, Process risk, Information risk etc.
    Economic analysis of risk. Risk vs. uncertainty.
    Measuring: Losses, Mu-sigma-rule, Value at risk, Expected shortfall.
    Sensitivity. Portfolio analysis;
    Tobin's separation model, limits of diversification.
    Prevention, avoidance, spreading and transfer of risk.
    Using and evaluating derivatives.
    Risk management caveats.
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