Module: 4 - H13
Name of module: Risk Management
Course: Financial Management D mod 4
Course code(s): 2FE108, 2FE144
Lecturer: Catherine Lions
E-mail: catherine.lions@usbe.umu.se
Other: Updated schedule 2013-10-10
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.
Syllabus(es): 2FE108
Day: Monday
Date: 2013-12-09
Time: 09:00-12:00
Subject: Introduction. Instructions coursework. Lecture 1. Basic issues in risk management.
Room: N320
Lecturer: CL
Other: Mandatory. Review BM (module 2) chapters 26 and 27. JH chapter 1
Day: Tuesday
Date: 2013-12-10
Time: 09:00-10:00
Subject: Lecture 2. Interest Rate Risk. Value at Risk. Volatility.
Room: MA121
Lecturer: CL
Other: JH chapters 7, 8, 9, 10
Day: Tuesday
Date: 2013-12-10
Time: 10:00-12:00
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: 2013-12-11
Time: 09:00-12:00
Subject: Lecture 3. Market Risk. Value at Risk.
Room: N320
Lecturer: CL
Other: JH chapters 14, 15
Day: Wednesday
Date: 2013-12-11
Time: 13:00-17:00
Subject: Preparation case 1 in small groups
Lecturer:
Other:
Day: Wednesday
Date: 2013-12-11
Time: 13:00-17:00
Subject: tutoring
Room: CL room
Lecturer: CL
Other: Drop in
Day: Thursday
Date: 2013-12-12
Time: 08:00-17:00
Subject: Seminar case 1
Room: Ub335
Lecturer: CL
Other: 4 small groups
Day: Friday
Date: 2013-12-13
Time: 09:00-12:00
Subject: Lecture 4. Credit Risk.
Room: Hall B
Lecturer: CL
Other: JH chapters 16, 17, 18, 19
Day: Friday
Date: 2013-12-13
Time: 13:00-16:00
Subject: Office hours
Room: CL room
Lecturer: CL
Other:
Day: Monday
Date: 2013-12-16
Time: 09:00-12:00
Subject: Lecture 5. The Credit Crisis and Basel III.
Room: N320
Lecturer: CL
Other: JH Chapters 6, 12, 13
Day: Tuesday
Date: 2013-12-17
Time: 08:00-12:00
Subject: Preparation case 2 in small groups
Lecturer:
Other:
Day: Tuesday
Date: 2013-12-17
Time: 08:00-12:00
Subject: tutoring
Room: CL room
Lecturer: CL
Other: Drop in
Day: Tuesday
Date: 2013-12-17
Time: 13:00-16:00
Subject: Lecture 6. Other Risks.
Room: Hall D
Lecturer: CL
Other: JH Chapters 20, 21, 22
Day: Wednesday
Date: 2013-12-18
Time: 08:00-17:00
Subject: Seminar case 2
Room: Ub336
Lecturer: CL
Other: 4 small groups
Day: Thursday
Date: 2013-12-19
Time: 08:00-17:00
Subject: Workshop 1 Numerical Problems
Room: S104
Lecturer: CL
Other:
Day: Friday
Date: 2013-12-20
Time: 08:00-17:00
Subject: Workshop 2 Numerical Problems
Room: S104
Lecturer: CL
Other:
Day: Wednesday
Date: 2014-01-08
Time: 09:00-12:00
Subject: Lecture 7. Risk Management.
Room: Hall B
Lecturer: CL
Other: JH Chapters 23 and 24
Day: Wednesday
Date: 2014-01-08
Time: 13:00-16:00
Subject: tutoring
Room: CL room
Lecturer: CL
Other: Drop in
Day: Thursday
Date: 2014-01-09
Time: 10:00-12:00
Subject: Lecture 8. Conclusions, trends for research.
Room: N320
Lecturer: CL
Other:
Day: Friday
Date: 2014-01-10
Time: 08:00-17:00
Subject: Workshop 3 Numerical Problems
Room: S104
Lecturer: CL
Other:
Day: Monday
Date: 2014-01-13
Time: 08:00-18:00
Subject: Project seminar
Room: S310
Lecturer: CL
Other:
Day: Tuesday
Date: 2014-01-14
Time: 08:00-18:00
Subject: Project seminar
Room: S310
Lecturer: CL
Other:
Day: Friday
Date: 2014-01-17
Time: 09:00-13:00
Subject: Written Exam
Room: Room 1, ÖP
Lecturer:
Other:
Day: Saturday
Date: 2014-02-15
Time: 09:00-13:00
Subject: Written Re-Exam, Please NOTE! Obligatory registration must be done HERE, not later than 9 days before re-exam.
Room: Room 2, ÖP
Lecturer:
Other:
