Module: 4 - H14
Name of module: Risk Management D
Course: Financial Management D mod 4
Course code(s): 2FE108, 2FE144
Lecturer: Catherine Lions
E-mail: catherine.lions@usbe.umu.se
Other: Updated schedule 2014-11-20. Classes with a * are mandatory.
Mandatory textbook: Hull John, Risk Management and Financial Institutions, Wiley, 3rd Edition, ISBN: 978-1-118-26903-9
672 pages, ©2012
Day: Wednesday
Date: 2014-12-03
Time: 09:00-12:00
Subject: Introduction. Instructions coursework. Lecture 1. Basic issues in risk management.
Room: Hall D
Lecturer: CL
Other: Hull chapter 1, 2, 3, 4, 5
Day: Thursday
Date: 2014-12-04
Time: 09:00-12:00
Subject: Lecture 2. Interest Rate Risk.
Room: Hall D
Lecturer: CL
Other: Hull chapters 7, 8
Day: Friday
Date: 2014-12-05
Time: 09:00-12:00
Subject: Lecture 3. Value at Risk and Volatility.
Room: Hall D
Lecturer: CL
Other: Hull chapters 9, 10
Day: Monday
Date: 2014-12-08
Time: 09:00-12:00
Subject: Lecture 4. The Credit Crisis and Basel III.
Room: Hall D
Lecturer: CL
Other: Hull chapters 6, 12, 13
Day: Tuesday
Date: 2014-12-09
Time: 09:00-12:00
Subject: Lecture 5. Credit risk.
Room: Hall D
Lecturer: CL
Other: Hull chapters 16, 17, 18, 19
Day: Wednesday
Date: 2014-12-10
Time: 10:00-16:00
Subject: Tutoring / Case preparation
Lecturer: CL
Other: tutoring by drop in
Day: Thursday
Date: 2014-12-11
Time: 08:00-17:00
Subject: Case seminar*
Room: s104
Lecturer: CL
Other: small groups
Day: Friday
Date: 2014-12-12
Time: 08:00-17:00
Subject: Case seminar*
Room: s104
Lecturer: CL
Other: small groups
Day: Monday
Date: 2014-12-15
Time: 09:00-12:00
Subject: Lecture 6. Other Risks.
Room: Hall D
Lecturer: CL
Other: Hull chapters 20, 21, 22
Day: Tuesday
Date: 2014-12-16
Time: 09:00-12:00
Subject: Lecture 7. Risk Management.
Room: Hall D
Lecturer: CL
Other: Hull chapters 23, 24
Day: Wednesday
Date: 2014-12-17
Time: 10:00-16:00
Subject: Tutoring
Lecturer: CL
Other: Tutoring by drop in
Day: Thursday
Date: 2014-12-18
Time: 08:00-17:00
Subject: Workshop numerical problems 1
Room: s104
Lecturer: CL
Other: sub groups
Day: Friday
Date: 2014-12-19
Time: 08:00-17:00
Subject: Workshop numerical problems 2
Room: s104
Lecturer: CL
Other: subgroups
Day: Thursday
Date: 2015-01-08
Time: 09:00-12:00
Subject: Lecture 8. Conclusions, trends for research.
Room: Hall D
Lecturer: CL
Other:
Day: Friday
Date: 2015-01-09
Time: 08:00-17:00
Subject: Workshop numerical problems 3
Room: s104
Lecturer: CL
Other: subgroups
Day: Monday
Date: 2015-01-12
Time: 08:00-17:00
Subject: Final seminar*
Room: s211
Lecturer: CL
Other: small groups
Day: Tuesday
Date: 2015-01-13
Time: 08:00-17:00
Subject: Final seminar*
Room: s207/208
Lecturer: CL
Other: small groups
Day: Wednesday
Date: 2015-01-14
Time: 10:00-16:00
Subject: Tutoring
Lecturer: CL
Other: tutoring by drop in
Day: Thursday
Date: 2015-01-15
Time: 16:00-20:00
Subject: Written exam*, Please NOTE! Obligatory registration must be done HERE, not later than 10 days before exam. The link opens when the course start.
Room: ÖP rooms 6,2,5
Lecturer:
Other:
