FINA.6610 Financial Risk Management (Formerly FINA 661)
Id: 039134
Credits: 3-3
Description
This course deals with the theoretical and practical approaches to effective financial risk management. It covers risk management techniques for corporations and for management of equity, bond, derivatives and investment portfolios. Topics include measurement of corporate risk exposure, portfolio risk exposure and value at risk (VAR) for financial institutions; risk and diversification, modern portfolio theory, concentrated equity positions, portfolio benchmarking, the importance of asset allocations; market risk management, currency risk exposures, credit risk management, interest rate risks, and operational & integrated risk management; and computer applications.
Prerequisites
FINA.6010 Corporate Finance, or FINA.6210 Security Analysis and Portfolio Management, or permission of graduate program coordinator.
View Current Offerings
Course prerequisites/corequisites are determined by the faculty and approved by the curriculum committees. Students are required to fulfill these requirements prior to enrollment. For courses offered through online or GPS delivery, students are responsible for confirming with the instructor or department that all enrollment requirements have been satisfied before registering.