Advanced Financial Risk Management

FIN B830F

Course Guide

FIN B830F

Course Guide

Advanced Financial Risk Management

Course Start Date

N/A

Course Level

N/A

Length in Terms

N/A

Credits

N/A

Language

N/A

Fees ($) (including lab fees)

N/A

Future Terms

Quota and Schedule

Course Start Date	Course Level	Length in Terms	Credits	Language	Fees ($) (including lab fees)	Future Terms
N/A	N/A	N/A	N/A	N/A	N/A

Quota and Schedule

Course Coordinator: Dr Michael Wong, BSc(Hons) (HKU); MFin (HKU); DBA (PolyU); CFT; FRM; RSSC

Aims
The course aims to prepare students to apply analytical tools to solve problems relating to the financial risk of a corporation. It equips students with in-depth knowledge to analyse sophisticated risk issues including the use of models and derivatives in market, credit, and operational and integrated risk management decisions.

Contents
The course covers the following topics:

Market risk management
Modelling dependence
Term structure models
Credit risk management
Counterparty risk
Structured finance
Operational risk management
Liquidity risk management
Risk management and investment management
Current issues in financial markets

Contact hours
There will be a total of 54 contact hours, including lectures and tutorials.

Assessment
The continuous assessment portion of the course accounts for 100% of the total course score. Students are required to submit assignments via the Online Learning Environment (OLE).

Set book(s)
FRM Exam Part II Books (Global Association of Risk Professionals, latest edition).