Risk Management in Banking
You will learn the fundamentals of banking and the working of banks in the financial markets. What are the risks where the banks have to deal with? How can you identify, monitor and report the different risk types using quantitative analysis? We will discuss credit risk, market risk, operational risk, interest rate risk and liquidity risk.
Risk Management in Financial Institutions
You will learn the fundamentals of Financial Institutions (Insurance companies, Asset Managers and Pension Funds), and the working of these institutions in the financial markets. What are the risks these institutions have to deal with? What quantitative methods are used analysing the risks? We will discuss how you can calculate the solvency of financial institutions and how you can stress these calculations. This course will be supported by Deloitte experts.
Behavioral Risk Finance and Real Estate
The goal of this course is to provide an overview of behavioral finance with insights from psychology and other behavioral sciences. It explains the main biases from rationality in human choice and shows how these behavioral insights can help to understand the dynamics of financial markets.
New developments in Risk Management
This course has the objective to acquire knowledge in new developments in the financial sector and how this impacts the risk of financial institutions. Examples are blockchain, cybercrime, forensics, Big Data, machine learning and crisis management. This course will be supported by Deloitte experts.
A Big Risk Experience
This is the practical course in the minor. The objective is to experience a practical risk management case study. Depending on the availability we will have some real risk management case studies in Financial Institutions. In a group of students you will be working on a case study regarding risk management. Your group will write a report and give a presentation.
For specific information about each course, please visit our study guide.
LANGUAGE OF INSTRUCTION
1 semester (30 EC)
FIELD OF INTEREST
Economics, Business and Law
Behavioural and Social Sciences
Computer Science, Mathematics and Business
School of Business and Economics