Module: 4 - H15
Name of module: Risk Management
Course: Financial Management D, module 4
Course code(s): 2FE108, 2FE144
Lecturer: Catherine Lions, Rustam Vosilov
Telephone: 090-7865174
E-mail: catherine.lions@umu.se, rustam.vosilov@umu.se
Other: Updated schedule 2015-11-04
Textbook: Hull John (2015) Risk Management for Financial Institutions, 4th edition, Wiley, ISBN-13: 978-1118955949. Available in paper and e-book.
Day: Thursday
Date: 2015-12-03
Time: 09-12
Subject: Course Introduction and Intructions. Lecture 1: Introduction to financial risk management
Room: Hall D
Lecturer: RV
Other: Hull chapters 1, 2, 3, 4
Day: Friday
Date: 2015-12-04
Time: 09-12
Subject: Lecture 2: Market risk
Room: Hall D
Lecturer: RV
Other: Hull chapters 5, 7, 8 and 9
Day: Monday
Date: 2015-12-07
Time: 09-12
Subject: Lecture 3: Value at Risk and Volatility
Room: Hall D
Lecturer: RV
Other: Hull chapters 10 and 12
Day: Tuesday
Date: 2015-12-08
Time: 08-17
Subject: Workshop 1: numerical problems chapters 1 to 12
Room: S104
Lecturer: RV
Other: See list of problems to prepare
Day: Wednesday
Date: 2015-12-09
Time: 09-12
Subject: Lecture 4: Credit crisis and financial regulation
Room: Hall D
Lecturer: RV
Other: Hull chapters 6, 15, 16 and 17
Day: Thursday
Date: 2015-12-10
Time: 09-12
Subject: Consulting
Room: RV Office
Lecturer: RV
Other: Drop-in
Day: Thursday
Date: 2015-12-10
Time: 13-14
Subject: Presentation and guidelines of the course project
Room: Hall D
Lecturer: CL
Other: Mandatory attendance to one session, either 12/10 or 12/11.
Day: Friday
Date: 2015-12-11
Time: 09:00-10:00
Subject: Presentation and guidelines of the course project
Room: Hall D
Lecturer: CL
Other: Mandatory attendance to one session, either 12/10 or 12/11.
Day: Friday
Date: 2015-12-11
Time: 10-12
Subject: Consulting
Room: RV Office
Lecturer: RV
Other: Drop-in
Day: Friday
Date: 2015-12-11
Time: 13-16
Subject: Lecture 5: Credit risk
Room: Hall D
Lecturer: RV
Other: Hull chapters 18, 19, 20, 21
Day: Monday
Date: 2015-12-14
Time: 08-17
Subject: Seminar Case study
Room: S311
Lecturer: CL
Other: Part of the examination. Small groups, see separate schedule
Day: Tuesday
Date: 2015-12-15
Time: 08-17
Subject: Seminar case study
Room: S311
Lecturer: CL
Other: Part of the examination. Small groups, see separate schedule
Day: Wednesday
Date: 2015-12-16
Time: 09-12
Subject: Lecture 6: Other risks
Room: Hall D
Lecturer: RV
Other: Hull chapters 23, 24, 25
Day: Thursday
Date: 2015-12-17
Time: 09-12
Subject: Lecture 7: Risk management Testing and Return
Room: Hall D
Lecturer: RV
Other: Hull chapters 22, 26
Day: Friday
Date: 2015-12-18
Time: 09-12
Subject: Workshop 2: numerical problems chapters 15 to 21
Room: Hall D
Lecturer: RV
Other: see list of problems to prepare
Day: Thursday
Date: 2016-01-07
Time: 09-12
Subject: Workshop 3: numerical problems chapters 22 to 28
Room: Hsall D
Lecturer: RV
Other: See list of problems to prepare
Day: Friday
Date: 2016-01-08
Time: 09-12
Subject: Lecture 8: Conclusions of the module and research trends in risk management
Room: Hall D
Lecturer: RV
Other: Hull chapters 27, 28
Day: Friday
Date: 2016-01-08
Time: 13-16
Subject: Consulting
Room: RV office
Lecturer: RV
Other: Drop-in
Day: Monday
Date: 2016-01-11
Time: 08-17
Subject: Final seminar
Room: S311
Lecturer: CL
Other: Part of the examination. Small groups, see separate schedule
Day: Tuesday
Date: 2016-01-12
Time: 08-17
Subject: Final seminar
Room: S311
Lecturer: CL
Other: Part of the examination. Small groups, see separate schedule
Day: Wednesday
Date: 2016-01-13
Time: 08-17
Subject: Final seminar
Room: S311
Lecturer: CL
Other: Part of the examination. Small groups, see separate schedule
Day: Thursday
Date: 2016-01-14
Time: 10-16
Subject: Consulting
Room: CL office
Lecturer: CL
Other: Drop-in
Day: Friday
Date: 2016-01-15
Time: 09:00-13:00
Subject: Final 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 Room 6
Lecturer:
Other:
