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Module FINANCIAL RISK ANALYSIS

Module code: FN612A
Credits: 7.5
Semester: 2
Department: ECONOMICS,FINANCE & ACCOUNTING
International: No
Overview Overview
 

Investment objectives and their implications for risk metrics; variance, value-at-risk, expected shortfall and other statistical risk measures; factor models of security returns; credit and liquidity risk models; historical and Monte Carlo simulation; tail risk; stress testing; scenario analysis, risk dynamics, long-horizon risk planning.

Open Learning Outcomes
 
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Open Pre-Requisites
 
Open Timetable
 
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