Brief Course Description
1. Course Title:
Advanced Financial Risk Management
2. Language of Instruction:
Tiếng Việt
3. Course Code:
ADV605036
4. Credits:
3
5. Course Objectives:
This course will provide the concepts of risk measurement, theoretical models of risk assessment, and financial risk management. The course will focus on measuring, forecasting, and assessing key types of risks, including market risk, and credit risk. In addition, scenario analysis, stress test, and economic capital (risk capital) are discussed in this subject. Through advanced knowledge of financial risk management, students can perform the role of financial analysts and assess the risk levels of businesses, especially financial institutions.
6. Brief Description of Course Content:
Risk is an integral part of financial decisions. Financial risk management is becoming increasingly important and financial analysts must be able to assess the level of risk in the market. The course will focus on measuring, forecasting, and assessing key types of risks, including market risk (volatility, value at risk, expected shortfall, extreme value theory), and credit risk (default probability, credit value at risk). This subject will also discuss the contents of scenario analysis, stress test, and economic capital (risk capital).