Module: 4 - H20
Name of module: Risk Management D
Course: Financial Management D M4
Course code(s): 2FE108, 2FE144
Syllabus(es): 2FE108 (in English) 2FE144 (in English)
Studenter: 24022, 24055, A2405
Homepage: www.cambro.umu.se
Lecturer: Catherine Lions, Oscar Stalnacke
Telephone: 0907865174
E-mail: catherine.lions@umu.se
Other: Tentative schedule 2020 11 12. Mandatory textbook: Risk Management and Financial Institutions, 5th Edition John C. Hull. ISBN: 978-1-119-44809-9. E-book or paper book.
Day: Thursday
Date: 2020-12-03
Time: 09:15-12:00
Subject: Lecture 1 Introduction to Risk Management
Room: Zoom
Lecturer: CL
Other: Chapters 1 to 4
Day: Friday
Date: 2020-12-04
Time: 09:15-12:00
Subject: Lecture 2 Trading in financial markets
Room: Zoom
Lecturer: CL
Other: Chapters 5 to 7
Day: Monday
Date: 2020-12-07
Time: 09:15-12:00
Subject: Lecture 3 Market risk, interest risk and Greeks
Room: Zoom
Lecturer: CL
Other: Chapters 8 and 9
Day: Tuesday
Date: 2020-12-08
Time: 09:15-12:00
Subject: Lecture 4 Volatility and Value at Risk
Room: Zoom
Lecturer: CL
Other: Chapters 10 to 14
Day: Wednesday
Date: 2020-12-09
Time: 09:15-12:00
Subject: Lecture 5 Regulation
Room: Zoom
Lecturer: CL
Other: Chapters 15 and 16
Day: Thursday
Date: 2020-12-10
Time: 09:15-12:00
Subject: Lecture 6 OTC derivatives
Room: Zoom
Lecturer: CL
Other: Chapters 17 and 18
Day: Friday
Date: 2020-12-11
Time: 09:15-12:00
Subject: Lecture 7 Credit risk
Room: Zoom
Lecturer: CL
Other: Chapters 19 to 21
Day: Monday
Date: 2020-12-14
Time: 09:15-12:00
Subject: Lecture 8 Stress testing and other risks
Room: Zoom
Lecturer: CL
Other: Chapters 22 to 24
Day: Tuesday
Date: 2020-12-15
Time: 09:15-12:00
Subject: Lecture 9 Risk and return analysis of risk management
Room: Zoom
Lecturer: CL
Other: Chapters 25 to 27
Day: Wednesday
Date: 2020-12-16
Time: 09:15-12:00
Subject: Lecture 10 Risk management Closing the loop
Room: Zoom
Lecturer: CL
Other: Chapters 28 and 29
Day: Thursday
Date: 2020-12-17
Time: 08:00-17:00
Subject: Seminar 1: case study
Room: Zoom
Lecturer: CL
Other: Mandatory, part of examination. Each student will attend a 2-hour seminar, 12/17 or 12/18
Day: Friday
Date: 2020-12-18
Time: 08:00-17:00
Subject: Seminar 1
Room: Zoom
Lecturer: CL
Other:
Day: Thursday
Date: 2021-01-07
Time: 08:00-17:00
Subject: Seminar 2: project presentation and discussion
Room: Zoom
Lecturer: CL
Other: Mandatory, part of examination. Each student will attend a 2-hour seminar, 01/07 or 01/08
Day: Friday
Date: 2021-01-08
Time: 08:00-17:00
Subject: Seminar 2
Room: Zoom
Lecturer: CL
Other:
Day: Monday
Date: 2021-01-11
Time: 10:15-12:00
Subject: Review of the contents and conclusions
Room: Zoom
Lecturer: CL
Other:
Day: Thursday
Date: 2021-01-14
Time: 12:00-16:00
Subject: Final exam
Room: Cambro
Lecturer: CL
Other: Mandatory.
Day: Monday
Date: 2021-02-22
Time: 14:00-18:00
Subject: Re-exam
Room: Cambro
Lecturer: CL
Other:
