Durham Business School – Financial Risk Management

Durham Business School – Financial Risk Management

Financial Risk Management

Aims

To build on the core module ‘Managing Finance’ by providing students with the advanced knowledge needed to understand the strategies proposed by specialist practitioners in the field (e.g. corporate treasurers), and the skills to contribute to discussions of risk management up to board level. Also

CONTENT

Introduction. Return-Risk tradeoffs. Efficient frontier. CAPM model. Also

Trading in markets. Short selling. Plain Vanilla derivatives: Forwards, futures, swap and options.  Also

How traders manage risks using parameters such as Delta, Gamma etc. Also

Interest rate risk. Duration and convexity of bonds.

Value at Risk (VaR). Expected shortfalls (ES). Difference between ES and VaR. Also

Credit risk. Credit default swaps (CDS). Also

Volatility.

Learning Outcomes Also

Subject-specific Knowledge:

General techniques used in the valuation of financial derivatives; Also

Hedging techniques using structured financial derivatives;

Computational methods for financial risk assessment and management. Also

Subject-specific skills:

By the end of the module students should be able to:

Identify and evaluate the principal financial risks faced by a large company;

Apply techniques of asset portfolio management, with particular emphasis on bond and bill portfolios; Also

Identify and evaluate the methods by which those risks can be managed, and the extent to which such methods should be used;

Devise and propose credible financial risk management strategies based on a range of generic, and structured, financial derivatives;

Critically assess financial risk management strategies proposed by a company’s risk management practitioners. Also

KEY SKILLS:

Written communication; Also

Planning, organising and time management; Also

Problem solving and analysis; Also

Using initiative;

Computer literacy. Also

Modes of Teaching, Learning and Assessment and how these contribute to the learning outcomes of the module Also

The module is delivered via online learning, divided up into study weeks with specially produced resources within each week. Also Resources vary according to the learning outcomes but normally include: video content, directed reading, reflection through activities, opportunities for self-assessment and peer-to-peer learning within a tutor-facilitated discussion board. Also Tutors provide feedback on formative work and facilitate discussion board communication as well as being available for individual consultation as necessary (usually by email and Skype).

The summative assessment of the module is designed to test the acquisition and articulation of knowledge and critical understanding, and skills of application and interpretation within the business context. Also

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Visit more course:   FINANCIAL DEVELOPMENT

The same course:  M.Rusydi  Marc Yor Rene M.Stulz Robert Cinnamon Srdjan Stojanovic Stephen G.Ryan Steve Dalton . Sumru Altug Suresh Sundaresan Thomas Fitch Tom Taulli Lidiya K Tom Taulli Peter Dunkart. Jo Dunning Brendon Burchard Bob Bly Alex Becker Alan Weiss Talmadge Harper .

Please contact email: [email protected] If you have any question.