Holiday
TSMC台積428 T5T6T7
This course examines modern techniques for managing financial risks, including market risk, credit risk, liquidity risk, and operational risk. The course starts with an analysis of risk management problems and risk profiles; then it provides measurement techniques for different types of financial risks on equities, bonds, financial derivatives. It will cover the measurement of value-at-risk (VaR) for measuring market risk and credit risk, economic capital, risk adjusted return on capital. It will discuss how risk measurement tools used for active management of the risk/return profile of financial institutions. It will cover the new ba<x>sel III regulatory requirements for banks. It will also cover the issues of climate risk to financial institutions.
MON | TUE | WED | THU | FRI | |
08:00108:50 | |||||
09:00209:50 | |||||
10:10311:00 | |||||
11:10412:00 | |||||
12:10n13:00 | |||||
13:20514:10 | |||||
14:20615:10 | |||||
15:30716:20 | |||||
16:30817:20 | |||||
17:30918:20 | |||||
18:30a19:20 | |||||
19:30b20:20 | |||||
20:30c21:20 |
Average Percentage 89.23
Std. Deviation 3.37
計財系碩士班博士班優先,第3次選課起開放全校修習
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