Module: 4 - H12
Name of module: Risk management
Course: Financial Management module 4
Course code(s): 2FE108
Syllabus(es): 2FE108
Lecturer: Catherine Lions, Amin Sofla
Telephone: 090-786 5174
E-mail: catherine.lions@usbe.umu.se, amin.sofla@usbe.umu.se
Other: Revised schedule 2012-12-10
Syllabus Financial Management D 30hp (Course description and course literature)
The textbook used for this module is: John Hull (2012)
Risk Management and Financial Institutions
3rd ed. : Hoboken : John Wiley & Sons : 2012 : 643 s. : ISBN: 978-1-1182-6903-9. Available in e-book.
Day: Monday
Date: 2012-12-10
Time: 09:15-12:00
Subject: Introduction and lecture 1 Basic issues in RIsk Management.
Room: Hall C
Lecturer: CL
Other: Mandatory. Review BM (module 2) chapters 26 and 27. JH chapter 1
Day: Monday
Date: 2012-12-10
Time: 13:00-15:00
Subject: Office hours
Room: CL room
Lecturer: CL
Other:
Day: Tuesday
Date: 2012-12-11
Time: 09:15-10:00
Subject: Lecture 2. Foreign Exchange Risk.
Room: S205h
Lecturer: CL
Other: Slides.
Day: Tuesday
Date: 2012-12-11
Time: 10:15-12:00
Subject: Lecture 2. Interest Rate Risk. Value at Risk. Volatility.
Room: Hall D
Lecturer: CL
Other: JH chapters 7, 8, 9, 10
Day: Wednesday
Date: 2012-12-12
Time: 09:15-10:00
Subject: Lecture 3. Market Risk. Value at Risk.
Room: S205h
Lecturer: CL
Other:
Day: Wednesday
Date: 2012-12-12
Time: 10:15-12:00
Subject: Lecture 3
Room: Hall D
Lecturer: CL
Other: JH chapters 14, 15
Day: Wednesday
Date: 2012-12-12
Time: 13:00-17:00
Subject: Group work Preparation Case 1
Room: CL room
Lecturer: CL for tutoring
Other: Mandatory
Day: Thursday
Date: 2012-12-13
Time: 08:00-10:00
Subject: Seminar Case 1
Room: Ub337
Lecturer: CL
Other:
Day: Thursday
Date: 2012-12-13
Time: 10:00-12:00
Subject: Seminar case 1
Room: BiA 201
Lecturer: CL
Other:
Day: Thursday
Date: 2012-12-13
Time: 13:00-17:00
Subject: Seminar case 1
Room: NA 332
Lecturer: CL
Other:
Day: Friday
Date: 2012-12-14
Time: 09:15-10:00
Subject: Lecture 4. Credit Risk.
Room: S205h
Lecturer: CL
Other:
Day: Friday
Date: 2012-12-14
Time: 10:15-12:00
Subject: Lecture 4
Room: Hall D
Lecturer: CL
Other: JH chapters 16, 17, 18, 19
Day: Friday
Date: 2012-12-14
Time: 13:00-15:00
Subject: Office hours
Room: CL room
Lecturer: CL
Other:
Day: Monday
Date: 2012-12-17
Time: 10:15-12:00
Subject: Lecture 5. The Credit Crisis and Basel III.
Room: Hall D
Lecturer: CL
Other: JH Chapters 6, 12, 13
Day: Tuesday
Date: 2012-12-18
Time: 10:15-12:00
Subject: Lecture 6. Other Risks.
Room: Hall D
Lecturer: CL
Other: JH Chapters 20, 21, 22
Day: Tuesday
Date: 2012-12-18
Time: 13:00-17:00
Subject: Group work Preparation Case 2
Room: CL room
Lecturer: CL for tutoring
Other: Mandatory
Day: Tuesday
Date: 2012-12-18
Time: 13:00-15:00
Subject: Office hours
Room: CL room
Lecturer: CL
Other:
Day: Wednesday
Date: 2012-12-19
Time: 08:00-12:00
Subject: Seminar Case 2
Room: N300
Lecturer: CL
Other: 4 groups Mandatory
Day: Wednesday
Date: 2012-12-19
Time: 08:00-17:00
Subject: Workshop 1
Room: Ub333
Lecturer: AS
Other: 4 groups. See separate schedule.
Day: Wednesday
Date: 2012-12-19
Time: 13:00-17:00
Subject: Seminar case 2
Room: S305
Lecturer: CL
Other:
Day: Thursday
Date: 2012-12-20
Time: 08:00-17:00
Subject: Workshop 2
Room: S104
Lecturer: AS
Other: 4 groups. See separate schedule.
Day: Monday
Date: 2013-01-07
Time: 08:00-17:00
Subject: Group work Course Project
Lecturer: CL
Other:
Day: Tuesday
Date: 2013-01-08
Time: 10:15-12:00
Subject: Lecture 7. Risk Management.
Room: Hall D
Lecturer: CL
Other: JH Chapters 23 and 24
Day: Tuesday
Date: 2013-01-08
Time: 13:00-17:00
Subject: Group work Course project
Lecturer: CL
Other:
Day: Wednesday
Date: 2013-01-09
Time: 10:15-12:00
Subject: Lecture 8 Conclusions
Room: S205h
Lecturer: CL
Other:
Day: Wednesday
Date: 2013-01-09
Time: 13:00-17:00
Subject: Group work Course project
Lecturer: CL
Other:
Day: Thursday
Date: 2013-01-10
Time: 08:00-17:00
Subject: Workshop 3
Room: S104
Lecturer: AS
Other: 4 groups. See separate schedule.
Day: Monday
Date: 2013-01-14
Time: 08:00-18:00
Subject: Project seminar
Room: S309
Lecturer: AS
Other: Mandatory
Day: Tuesday
Date: 2013-01-15
Time: 08:00-18:00
Subject: Project seminar
Room: S309
Lecturer: AS
Other: Mandatory
Day: Wednesday
Date: 2013-01-16
Time: 09:00-12:00
Subject: Office hours
Room: AS room
Lecturer: AS
Other:
Day: Thursday
Date: 2013-01-17
Time: 09:00-12:00
Subject: Office hours
Room: AS room
Lecturer: AS
Other:
Day: Friday
Date: 2013-01-18
Time: 09:00-13:00
Subject: Final exam
Room: Room 2 and 4, ÖP
Lecturer:
Other:
Day: Saturday
Date: 2013-02-16
Time: 09:00-13:00
Subject: Re-exam Please NOTE! Obligatory registration must be done HERE, not later than 9 days before re-exam.
Room: Room 1, ÖP
Lecturer:
Other:
