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IB95R - Financial Risk Management

  • Module code: IB95R
  • Module name: Financial Risk Management
  • Department: Warwick Business School
  • Credit: 15

Content and teaching | Assessment | Availability

Module content and teaching

Principal aims

To provide the students with an in-depth understanding of: 1. How can financial corporations identify risks; 2. How are financial risks quantified; 3. The management and control of financial risk. Risk management plays an important role in any financial institution decision making process and control. Hence, knowledge in risk management techniques is valuable for a finance student.

Principal learning outcomes

Subject knowledge and understanding: Know the regulatory framework of financial risk management; Identify the financial risks a firm is subject to; Have the theoretical knowledge to quantify the identified risks; Know the qualitative and quantitative approaches to risk management at the firm level. Key Skills: Find the financial markets data which are necessary for risk management in the internet and in databases; Work in a team within a project; Search for literature in the internet and in scientific publications, when a new problem arises.Cognitive Skills:Choose the appropriate technique to employ according to the nature of the risk and the regulatory guidelines; Perform a critical analysis of the results obtained with the quantitative techniques. Subject-Specific/Professional Skills: Use computer software (Excel and EViews) to implement quantitative techniques to measure the different risks; Carry out market risk measurement, credit portfolio modelling and operational risk assessment; Produce risk measures as VaR, Economic capital and RAROC; Produce risk assessment reports at global level according to the regulatory guidelines.

Timetabled teaching activities

Total contact hours: 30 hours; Lectures per week: 10 x 2 hours; Seminars per week: 10 x 1 hour; Module duration (weeks, if applicable): 10 weeks.

Departmental link

https://my.wbs.ac.uk

Module assessment

Assessment group Assessment name Percentage
15 CATS (Module code: IB95R-15)
D (Assessed/examined work) Class Test 20%
  2 hr examination (May) 80%

Module availability

This module is available on the following courses:

Core

N/A

Optional Core
  • Postgraduate Behavioural Finance (N304) - Year 1
  • Postgraduate Behavioural Finance (N304) - Year 2
  • Postgraduate Behavioural Finance (N304) - Year 3
  • Postgraduate Behavioural Finance (N304) - Year 4
Optional
  • Postgraduate Taught Finance and Economics (LN1J) - Year 2
  • MSc in Finance (N300) - Year 2
  • Postgraduate Taught Finance with Behavioural Science (N301) - Year 2
  • Postgraduate Taught Financial Mathematics (N3G1) - Year 1
  • MSc in Accounting and Finance (N4N3) - Year 2