Module: 4 - H21
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: 2FE108, 24022, 24037, 24055, A2405
Homepage: www.cambro.umu.se
Lecturer: Catherine Lions, Leif Karlsson
E-mail: catherine.lions@umu.se
Other: Schedule is updated on 2021 12 02. Mandatory textbook: Risk Management and Financial Institutions, 5th Edition John C. Hull. ISBN: 978-1-119-44809-9. E-book or paper book.
Day: Friday
Date: 2021-12-03
Time: 09:15-12:00
Subject: Lecture 1 Introduction to Risk Management
Lecturer: CL
Other:
Day: Monday
Date: 2021-12-06
Time: 09:15-12:00
Subject: Lecture 2 Trading in financial markets
Lecturer: CL
Other:
Day: Tuesday
Date: 2021-12-07
Time: 09:15-12:00
Subject: Lecture 3 Market risk, interest risk and Greeks
Lecturer: CL
Other:
Day: Wednesday
Date: 2021-12-08
Time: 09:15-12:00
Subject: Lecture 4 Volatility and Value at Risk
Lecturer: CL
Other:
Day: Thursday
Date: 2021-12-09
Time: 09:15-12:00
Subject: Lecture 5 Regulation
Lecturer: CL
Other:
Day: Friday
Date: 2021-12-10
Time: 09:15-12:00
Subject: Lecture 6 OTC derivatives
Lecturer: CL
Other:
Day: Monday
Date: 2021-12-13
Time: 09:15-12:00
Subject: Lecture 7 Credit risk
Lecturer: CL
Other:
Day: Tuesday
Date: 2021-12-14
Time: 09:15-12:00
Subject: Lecture 8 Stress testing and other risks
Lecturer: CL
Other:
Day: Wednesday
Date: 2021-12-15
Time: 09:15-12:00
Subject: Lecture 9 Risk and return. Performance of risk management
Lecturer: CL
Other:
Day: Thursday
Date: 2021-12-16
Time: 09:15-12:00
Subject: Lecture 10 Risk management Closing the loop
Lecturer: CL
Other:
Day: Friday
Date: 2021-12-17
Time: 09:15-12:00
Subject: Lecture 11 Review of the contents and conclusions
Lecturer: CL
Other:
Day: Friday
Date: 2021-12-17
Time: 13:15-17:00
Subject: Case study seminar 1
Room: S 305-flex
Lecturer: LK
Other: Mandatory. Part of the examination. Each student will attend a 2-hour seminar according to separate schedule either 12/17, 12/20 or 12/21
Day: Monday
Date: 2021-12-20
Time: 08:00-17:00
Subject: Case study seminar 1
Room: S 305-flex
Lecturer: LK
Other:
Day: Tuesday
Date: 2021-12-21
Time: 08:00-17:00
Subject: Case study seminar 1
Room: S 305-flex
Lecturer: LK
Other:
Day: Friday
Date: 2022-01-07
Time: -08:00
Subject: Deadline for sending the group project paper
Lecturer: LK
Other: Mandatory, part of the examination
Day: Friday
Date: 2022-01-07
Time: 08:00-17:00
Subject: Project presentation and discussion seminar 2
Room: S306
Lecturer: LK
Other: Mandatory. Part of the examination. Each student will attend a 2-hour seminar according to separate schedule either 01/07, 1/10 or 01/11
Day: Monday
Date: 2022-01-10
Time: 08:00-17:00
Subject: Project presentation and discussion seminar 2
Room: S306
Lecturer: LK
Other:
Day: Tuesday
Date: 2022-01-11
Time: 08:00-17:00
Subject: Project presentation and discussion seminar 2
Room: S306
Lecturer: LK
Other:
Day: Thursday
Date: 2022-01-13
Time: 08:00-12:00
Subject: Final written exam
Lecturer: CL
Other: Mandatory. Part of the examination
Day: Sunday
Date: 2022-01-16
Time: -23:59
Subject: Deadline for sending the self-evaluation paper
Lecturer: CL
Other: Mandatory, part of the examination
