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, hybrid learning)
Face-to-face
Organisational adjustments related to the current health context
Recommended or required readings
Assessment methods and criteria
Below you will find information on the evaluation methods planned for in-person and remote exams as well as those planned for hybrid sessions. Depending on how the health crisis evolves, the chosen method will be communicated to you no later than one month before the start of the exam session.
Work placement(s)
Organizational remarks
Contacts
Items online
HEC- Part 1 Introduction V2016
Part 1 - Introduction