It mainly consists of a series of guest lectures from people working in the field of financial risk management and regulation. Topics may vary from year to year, depending on the guest speakers. They typically include risk management at banks pensions funds and insurance companies, supervision by central banks, economic capital and related performance criteria (RAROC), practice of interest rate risk management at banks, hedge accounting rules, liquidity risk, and business taxation.  

Although most of the talks concentrate on qualitative aspects, the quantitative techniques and principles treated in the course Risk Management (191860181) form important background knowledge that is needed for a proper understanding of the issues treated. That material is covered by the same book of Hull that we also use in this course.

Entry requirements
19186018 Risk Management (Please contact the teacher before the start of the course if you consider to follow the course without this background knowledge)

Recommended: Mathematical Finance 191515201