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13842 -
Risk Mangement
(objectives)
At the end of the Risk Management (Market Risk) course, students will have acquired:
(a) advanced knowledge regarding domestic and international risk regulations (knowledge and understanding);
b) knowledge of traditional and innovative issues, through textbooks and articles of academic or professional cut (learning skills).
c) advanced knowledge of the main advanced models for measuring and managing first- and second-pillar risks, also from the point of view of bank performance
use from a bank performance measurement perspective (knowledge and understanding);
d) the ability to apply models for measuring market risks (credit risk, operational risk, interest rate risk on the banking book, liquidity risk, concentration risk (applying knowledge and understanding);
Students are provided with exercises and are assigned a project work that allows them to develop the ability to search for data and information to be processed, to process advanced quantitative models and reach conclusions about the capital adequacy (making judgments); to work in a team and to organize and manage a project (learning skills) and communication with the teacher; the ability to communicate results, revealing critical points and analyzing the output using autonomy of judgment (communication skills), managing Excel and programming languages (communication skills).
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8
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SECS-P/11
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60
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-
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-
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-
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Core compulsory activities
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ITA |
