Financial risk management

The course focuses on methods for measuring and controlling risks in financial institutions such as banks and insurance companies. Deregulations of capital markets have increased the need for these organisations to develop their internal risk control. At the same time, periods of financial crises have highlighted the need for a new type of external regulation, including requirements for risk control techniques. Examples of risk control methods covered in the course include duration gap analysis, Value at Risk, and stress testing.

Progressive specialisation: A1N (has only first‐cycle course/s as entry requirements)

Education level: Master's level

Admission requirements: 90 ECTS credits in Economics, including NEAD34 Portfolio analysis, 7.5 ECTS credits, or NEGC18 Portfolio analysis, 7.5 ECTS credits, and Econometrics, 6 ECTS credits, from NEGB01 Economics - Continuation course, 30 ECTS credits, or NEGB22 Econometrics, 7.5 ECTS credits, and 15 ECTS credits in Statistics, plus upper secondary level English 6 or English level 2, or equivalent

Selection: Selection is usually based on your grade point average from upper secondary school or the number of credit points from previous university studies, or both.

This course is included in the following programme

• Master programme in applied economics and advanced analytical methods (studied during year 1)