Duration
30h Th
Number of credits
| Specialised master in financial risk management | 4 crédits |
Lecturer
Language(s) of instruction
French language
Organisation and examination
Teaching in the second semester
Schedule
Units courses prerequisite and corequisite
Prerequisite or corequisite units are presented within each program
Learning unit contents
* Introduction : définitions. * Typologie de risques. * Réglementation. * Un commun dénominateur de risque financier : la volatilité. * Produits et facteurs de risques financiers. * Modèles d'évaluation des actifs financiers. * Méthodes analytiques et statistiques d'estimation des risques financiers. * Economic Capital et Internal Capital Adequacy Assessment Process (ICAAP). * L'Asset and Liability Management (ALM) et le risque de liquidité. * Gouvernance et organisation du Risk management financier.
Learning outcomes of the learning unit
Prerequisite knowledge and skills
Planned learning activities and teaching methods
Mode of delivery (face-to-face ; distance-learning)
Face-to-face
Recommended or required readings
Assessment methods and criteria
Work placement(s)
Organizational remarks
Contacts
Items online
HEC- Part 1 Introduction V2016
Part 1 - Introduction