You will develop an understanding of how to identify and manage risk within the context of global financial markets, and from the viewpoint of financial institutions. You will learn how to use hedging techniques and alternative financial products to manage risk, as well as understanding the VaR measure and the different approaches to the measurement and management of market risk.

Module Description

This module aims to develop students understanding of how to identify and manage risk, within the context of global financial markets and from the viewpoint of financial institutions.

Module Content

Introduction to risk hedging techniques
Interest rate risk
Measuring volatility
Financial Services regulation – Basel II
Principles of Market and Statistical inference
Forecasting in conditions of risk and uncertainty
The calculation of Value at risk (VaR) and market risk
Credit risk and potential for default
Derivatives to manage credit risk and liquidity risk
Insurance derivatives

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