Brief Course Description
1. Course Title:
Financial Risk Management for Financial Institutions
2. Language of Instruction:
Tiếng Anh
3. Course Code:
FRM2512
4. Credits:
3
5. Course Objectives:
Mục tiêu học phần nhằm trang bị cho sinh viên các kiến thức nền tảng về rủi ro và quản trị rủi ro tại các định chế tài chính, cũng như các kỹ năng làm việc nhóm, viết báo cáo và phân tích các dữ liệu có liên quan./
The objective of the module is to equip students with a background in risk and risk management at financial institutions, as well as teamwork, report writing and relevant data analysis skills.
6. Brief Description of Course Content:
This course provides a description of financial risks in financial institutions including market risk, liquidity risk, credit risk and operational risk. Several models and tools to quantify and manage such risks are also presented in the course. The course aims to provide students with quantitative methods to estimate the economic capital of a financial institution to manage financial risks efficiently.