Module: 4 - H23
Name of module: Risk Management D
Course: Financial Management D
Course code(s): 2FE108, 2FE144
Syllabus(es): 2FE108 (in English) 2FE144 (in English)
Studenter: 2FE108 (in English) 2FE144 (in English) 24022,
Homepage: www.canvas.umu.se/
Lecturer: Catherine Lions (module responsible), Leif Karlsson, Alice Annelin, Shaker Ahmed
E-mail: catherine.lions@umu.se
Other: Mandatory textbook is Hull John (2023). Risk Management and Financial Institutions. Wiley, 6th edition. Paper or digital access. Or if you use the (2018) 5th edition, be aware that most contents are similar, but not all. You will be informed later of the updates. The library offers by now only copies of the 5th edition.
Day: Friday
Date: 2023-12-01
Time: 09:15-12:00
Subject: Lecture 1 Introduction to Risk Management
Lecturer:
Other: Part 1, Chapters 1 to 4
Day: Monday
Date: 2023-12-04
Time: 09:15-12:00
Subject: Lecture 2 Trading in financial markets
Lecturer:
Other: Chapters 5 to 7
Day: Tuesday
Date: 2023-12-05
Time: 09:15-12:00
Subject: Lecture 3 Volatility and valuation
Lecturer:
Other: Chapters 8 to 10
Day: Wednesday
Date: 2023-12-06
Time: 09:15-12:00
Subject: Lecture 4 Market Risk 1
Lecturer:
Other: Chapters 11 to 13
Day: Thursday
Date: 2023-12-07
Time: 09:15-12:00
Subject: Lecture 5 Market Risk 2
Lecturer:
Other: Chapters 14 to 16
Day: Friday
Date: 2023-12-08
Time: 08:00-12:00
Subject: Workshop 1
Room: SAM.A.371
Lecturer:
Other: A 2-hour workshop, sign up in workshop groups on Canvas.
Day: Monday
Date: 2023-12-11
Time: 09:15-12:00
Subject: Lecture 6: Credit Risk
Lecturer:
Other: Chapters 17 to 19
Day: Tuesday
Date: 2023-12-12
Time: 09:15-12:00
Subject: Lecture 7: Other Risks
Lecturer:
Other: Chapters 20 to 24
Day: Wednesday
Date: 2023-12-13
Time: 09:15-12:00
Subject: Lecture 8: Regulation
Lecturer:
Other: Chapters 25 to 28
Day: Thursday
Date: 2023-12-14
Time: 10:00-12:00
Subject: Workshop 2
Room: Lindelhallen 4/SAM.F.116
Lecturer:
Other: A 2-hour workshop, sign up in workshop groups on Canvas.
Day: Friday
Date: 2023-12-15
Time: 09:15-12:00
Subject: Lecture 9: Closing the loop and conclusions
Lecturer:
Other: Chapters 29 and 30
Day: Monday
Date: 2023-12-18
Time: 08:00-17:00
Subject: Seminar 1: case study
Room: SAM.A.351
Lecturer:
Other: Mandatory, part of the examination. Each student will attend a 2-hour seminar, separate schedule, either on 12/18 or 12/19.
Day: Tuesday
Date: 2023-12-19
Time: 08:00-17:00
Subject: Seminar 1: case study
Room: SAM.A.351
Lecturer:
Other:
Day: Monday
Date: 2024-01-08
Time: 08:00-17:00
Subject: Seminar 2: course project
Room: SAM.A.359
Lecturer:
Other: Mandatory, part of the examination. Each student will attend a 2-hour seminar, separate schedule, either on 01/08, 01/09 or 01/10.
Day: Tuesday
Date: 2024-01-09
Time: 08:00-17:00
Subject: Seminar 2: course project
Room: SAM.A.359
Lecturer:
Other:
Day: Wednesday
Date: 2024-01-10
Time: 08:00-17:00
Subject: Seminar 2: course project
Room: SAM.A.351
Lecturer:
Other:
Day: Thursday
Date: 2024-01-11
Time: 13-17
Subject: Final written exam, Digial Inspera exam
Room: ÖP
Lecturer:
Other: Mandatory, part of the examination
Day: Monday
Date: 2024-02-19
Time: 13-17
Subject: Re-exam, Digital Inspera exam
Room: ÖP
Lecturer:
Other:
