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Module code: FN625
Credits: 10
Semester: 2
Department: BUSINESS
International: No
Overview Overview

This course provides students with a foundation in financial risk modelling and risk management. The course considers the statistical estimation and business application of key risk metrics including variance, value-at-risk, expected shortfall, and tail risk; explores the role of factor models of security returns in building risk models; considers credit and liquidity risk; examines the value of historical and Monte Carlo simulation, stress testing, and scenario analysis in risk analysis, and considers risk dynamics and long-horizon risk planning.

Open Learning Outcomes
Open Teaching & Learning methods
Open Assessment
Open Repeat options
Open Timetable
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