Module: 4 - H22
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, 24037, 24055, A2405
Homepage: www.canvas.umu.se/
Lecturer: Catherine Lions, Leif Karlsson, Jörgen Hellström, Jorgen Hellström
E-mail: catherine.lions@umu.se
Other: Schedule 2022 12 01.
Mandatory textbook: 2018 Risk Management and Financial Institutions, 5th Edition John C. Hull. ISBN: 978-1-119-44809-9. E-book or paper book.
Day: Friday
Date: 2022-12-02
Time: 09:15-12:00
Subject: Introduction and Lecture 1 Introduction to Risk Management
Lecturer: CL
Other:
Day: Monday
Date: 2022-12-05
Time: 09:15-12:00
Subject: Lecture 2 Trading in financial markets
Lecturer: CL
Other:
Day: Monday
Date: 2022-12-05
Time: 13:30-14:30
Subject: Riksbankchef Stefan Ingves - Det ekonomiska läget och aktuell penningpolitik
Room: Aula Nordica
Lecturer: Riksbankschefen
Other: Information in Swedish
Day: Tuesday
Date: 2022-12-06
Time: 09:15-12:00
Subject: Lecture 3 Market risk, interest risk and Greeks
Lecturer: CL
Other:
Day: Wednesday
Date: 2022-12-07
Time: 09:15-12:00
Subject: Lecture 4 Volatility and Value at Risk
Lecturer: CL
Other:
Day: Thursday
Date: 2022-12-08
Time: 09:15-12:00
Subject: Lecture 5 Regulation
Lecturer: CL
Other:
Day: Friday
Date: 2022-12-09
Time: 09:15-12:00
Subject: Lecture 6 OTC derivatives
Lecturer: CL
Other:
Day: Monday
Date: 2022-12-12
Time: 09:15-12:00
Subject: Lecture 7 Credit risk
Lecturer: CL
Other:
Day: Tuesday
Date: 2022-12-13
Time: 09:15-12:00
Subject: Lecture 8 Stress testing and other risks
Lecturer: CL
Other:
Day: Wednesday
Date: 2022-12-14
Time: 09:15-12:00
Subject: Lecture 9 Risk and return. Performance of risk management
Lecturer: CL
Other:
Day: Thursday
Date: 2022-12-15
Time: 09:15-12:00
Subject: Lecture 10 Risk management Closing the loop
Lecturer: CL
Other:
Day: Friday
Date: 2022-12-16
Time: 09:15-12:00
Subject: Lecture 11 Review of the contents and conclusions. Guest lecture.
Lecturer: CL
Other:
Day: Sunday
Date: 2022-12-18
Time: -23:59
Subject: Deadline for uploading the case study paper
Lecturer: LK
Other:
Day: Monday
Date: 2022-12-19
Time: 08:15-17:00
Subject: Case seminar
Room: SAM.A.371 (S305-flex)
Lecturer: LK
Other: Mandatory. Part of the examination. Each student will attend a 2-hour seminar according to separate schedule either 12/19, 12/20 or 12/21
Day: Tuesday
Date: 2022-12-20
Time: 08:15-17:00
Subject: Case seminar
Room: SAM.A.371 (S305-flex)
Lecturer: LK
Other:
Day: Wednesday
Date: 2022-12-21
Time: 08:15-17:00
Subject: Case seminar
Room: Zoom
Lecturer: LK
Other:
Day: Sunday
Date: 2023-01-08
Time: -23:59
Subject: Deadline for uploading the group project paper
Lecturer: LK
Other:
Day: Monday
Date: 2023-01-09
Time: 08:15-17:00
Subject: Project presentation and discussion seminar
Room: SAM.A.391 (S302)
Lecturer: LK
Other: Mandatory. Part of the examination. Each student will attend a 2-hour seminar according to separate schedule either 01/09, 01/10 or 01/11
Day: Tuesday
Date: 2023-01-10
Time: 08:15-17:00
Subject: Project presentation and discussion seminar
Room: SAM.A.391 (S302)
Lecturer: LK
Other:
Day: Wednesday
Date: 2023-01-11
Time: 08:15-17:00
Subject: Project presentation and discussion seminar
Room: SAM.A.391 (S302)
Lecturer: LK
Other:
Day: Thursday
Date: 2023-01-12
Time: 09:00-13:00
Subject: Final written exam
Lecturer: JH and CL
Other: Mandatory, part of the examination
Day: Sunday
Date: 2023-01-15
Time: -23:59
Subject: Deadline for uploading the self-evaluation paper
Lecturer: CL
Other:
