Duration
30h Th
Number of credits
Advanced Master in Financial Risk Management | 5 crédits |
Lecturer
Vadim Bordian, Shaheer Rahman, Oriane Schoonbroodt
Language(s) of instruction
English 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
Learning outcomes of the learning unit
The goal of this course is to teach students the regulatory and methodological aspects associated to climate-related financial risks in asset management at large. It should provide students with the needed competences to answer (among others) to the following questions
- What makes climate-related financial risks unique? What are its drivers? How are physical and transition risks distinguished?
- How do we measure physical and transition risks, and how do we incorporate such risks in traditional credit and market risks assessments?
- How to conduct scenario analyses, stress-testing and sensitivity analyses for climate-related risks and exposures?
- What are the regulatory obligations/good practices of financial institutions regarding climate-related risks?
Prerequisite knowledge and skills
Planned learning activities and teaching methods
The lessons will be a mix of theory and case studies application. The case studies will be developed mainly on Saturday to have more time and will serve already as a basis for the final project.