Financial Risk Management (7.5 hp)
The course focuses methods for measurement and control of risks in financial institutions as banks and insurance companies. The deregulation of the capital markets has implied an increasing demand for developing internal risk control within these organisations. Financial crises have led to new types of regulations connected to the control of risks. Methods for risk management developed in the course are duration analysis, value at risk, stress testing and credit scoring. These methods rely on statistical theory which means that the course will develop the knowledge in this area. Practical applications with computer simulations of different risk scenarios will be important parts of the course.
- Utbildningsnivå: Avancerad nivå
- Fördjupningsnivå: A1N (har endast kurs/er på grundnivå som förkunskapskrav) Läs mer om fördjupningsnivåer.
- Behörighetskrav: Företagsekonomi 90 hp vari skall ingå kursen FEGC42 Finansiell analys 15 hp eller motsvarande samt ytterligare minst 15 hp på G2F-nivå eller högre. Gymnasiets Engelska 6, Engelska B eller motsvarande.
- Urval: Programförtur/högskolepoäng
Kursen startar:
| Termin | Studieform | Studietakt | Anmälan** | |
| VT -13 | Campus | 50%, dag | Stängd | |
| VT -14 | Campus | 50%, dag | Ej öppen | |
* Litteraturlistan kan komma att ändras innan kursstart.
Kursen ingår i följande program:
