Financial Risk Management
About this course
Learning the concept of Financial Risk and Risk assessment techniques. Contents: Concepts of Financial risk. Market Risk. Credit Risk. Interest Rate Risk. Currency Risk. Operational Risk. Liquidity Risk. Equity risk and portfolio. The Basel Committee. Calculating VaR (Value at Risk). Risk assessment techniques. Calculation of risk in financial derivatives. shares and portfolios (with examples). Risk Management: Lessons from the recent crisis
Expected learning outcomes
By the end of the course students should be able to understand the importance of financial risk and VaR methods.
Indicative Syllabus
Syllabus
Processor system architectures
· Different processor families
· Architecture of a processor board
· Program memory, data memory and input/output devices
Microcontroller architectures
· ARM processor architecture: RISC architecture, operation, pipeline, operating modes
· Interruption: role, asynchronism, management, multitasking, …
· Timers, meters and PWM
· Development tools and environments
· Understanding of the high-level language to machine code compilation chain
Communicating systems
· Different types of serial link, implementation
Teaching / Learning Methodology
Lectures Independent learning Office meetings with the tutor
Recommended Reading
1. Saunders, A. and Cornett, M.M. (2018) Financial Institution Management—A Risk Management Approach. 8th Edition, McGraw Hill Irwin, New York. https://www.mheducation.com/highered/product/financial-institutions-management-risk-management-approach-saunders-cornett/M9781259717772.html
2. Steve L. Allen, Financial Risk
Prerequisites
Start Date
TBA
End Date
TBA
Apply
TBA
Local Course Code
TBA
Cycle
TBA
Year of study
TBA
Language
English
Study Load
6 ECTS
Mode of delivery
100% Individual Assignment
Instructors
Dr. Christos Floros, Professor
Course coordinator
Dr. Christos Floros, Professor
cfloros@hmu.gr