Module: 4 - H19
Name of module: Risk Management D
Course: Financial Management D M4
Course code(s): 2FE108, 2FE144
Studenter: 24022, 24055, A2405
Homepage: www.cambro.umu.se
Lecturer: Catherine Lions
E-mail: catherine.lions@umu.se
Day: Wednesday
Date: 2019-12-04
Time: 09-12
Subject: Lecture 1: Introduction to risk management
Room: S205
Lecturer: CL
Other: Chapters 1 to 4
Day: Thursday
Date: 2019-12-05
Time: 09-12
Subject: Lecture 2: Trading in financial markets
Room: S205
Lecturer: CL
Other: Chapters 5 to 7
Day: Friday
Date: 2019-12-06
Time: 09-12
Subject: Lecture 3: Market risk, interest rate risk and Greeks
Room: S205
Lecturer: CL
Other: Chapters 8 and 9
Day: Monday
Date: 2019-12-09
Time: 09-12
Subject: Lecture 4: Volatility and Value at Risk
Room: S205
Lecturer: CL
Other: Chapters 10 to 14
Day: Tuesday
Date: 2019-12-10
Time: 09-12
Subject: Lecture 5: Regulation
Room: S205
Lecturer: CL
Other: Chapters 15 and 16
Day: Wednesday
Date: 2019-12-11
Time: 09-12
Subject: Lecture 6: OTC derivatives
Room: S205
Lecturer: CL
Other: Chapters 17 and 18
Day: Thursday
Date: 2019-12-12
Time: 09-12
Subject: Lecture 7: Credit risk
Room: S205
Lecturer: CL
Other: Chapters 19 to 21
Day: Friday
Date: 2019-12-13
Time: 09-12
Subject: Lecture 8: Stresstesting VaR and other risks
Room: S205
Lecturer: CL
Other: Chapters 22 to 24
Day: Monday
Date: 2019-12-16
Time: 09-12
Subject: Lecture 9: Risk and return of risk management
Room: S205
Lecturer: CL
Other: Chapters 25 to 27
Day: Tuesday
Date: 2019-12-17
Time: 09-12
Subject: Lecture 10: Risk management Closing the loop
Room: S205
Lecturer: CL
Other: Chapters 28 and 29
Day: Wednesday
Date: 2019-12-18
Time: 08-17
Subject: Seminar 1
Room: S311
Lecturer: CL
Other: Students will attend a 2-hour seminar. Attendance is mandatory and part of the examination.
Day: Thursday
Date: 2019-12-19
Time: 08-17
Subject: Seminar 1
Room: S311
Lecturer: CL
Other: Students will attend a 2-hour seminar. Attendance is mandatory and part of the examination.
Day: Thursday
Date: 2020-01-09
Time: 08-17
Subject: Seminar 2
Room: S311
Lecturer: CL
Other: Students will attend a 2-hour seminar. Attendance is mandatory and part of the examination.
Day: Friday
Date: 2020-01-10
Time: 08-17
Subject: Seminar 2
Room: S311
Lecturer: CL
Other: Students will attend a 2-hour seminar. Attendance is mandatory and part of the examination.
Day: Monday
Date: 2020-01-13
Time: 09-12
Subject: Lecture 11: Conclusions
Room: S205
Lecturer: CL
Other:
Day: Monday
Date: 2020-01-13
Time: 13-17
Subject: Seminar 2
Room: S311
Lecturer: CL
Other: Students will attend a 2-hour seminar. Attendance is mandatory and part of the examination.
Day: Thursday
Date: 2020-01-16
Time: 09-13
Subject: Final written exam
Room: 2 and 4, ÖP
Lecturer:
Other:
