Financial Risk Management

Learning Outcomes

Knowledge and Understanding

Having successfully completed this module, you will be able to demonstrate knowledge and understanding of:

• how to apply internal risk management models to credit risk;
• regulatory issues concerning investment banks, securities firms and other major financial institutions;
• how to control for operational risk through regulation;
• how banks/firms try to control financial risks through value-at-risk, derivatives and related models;
• how banks/firms allocate capital among their departments in respect of both volatile and calm market conditions.

Transferable and Generic Skills

Having successfully completed this module you will be able to:

• compose and communicate ideas effectively, both orally and in writing;
• develop clear logical thinking;
• apply knowledge learned in the class to particular problems.

Subject Specific Intellectual and Research Skills

Having successfully completed this module you will be able to:

• calculate a bank’s market, interest rate, credit and operational risks based on regulatory principles and actual data.

Formative

This is how we’ll give you feedback as you are learning. It is not a formal test or exam.

Peer assessment

• Assessment Type: Formative
• Feedback: Peer and self-assessment methods will be used to help students assess their understanding; exercises, which students will be recommended to attempt by themselves, will be available in lectures or on online blackboard and the answer is available one week after.
• Final Assessment: No
• Group Work: No

Summative

This is how we’ll formally assess what you have learned in this module.

Referral

This is how we’ll assess you if you don’t meet the criteria to pass this module.

Repeat

An internal repeat is where you take all of your modules again, including any you passed. An external repeat is where you only re-take the modules you failed.