330.238 Risk Model Management
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2024W, VU, 2.0h, 3.0EC

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: VU Lecture and Exercise
  • Format: Hybrid

Learning outcomes

After successful completion of the course, students are able to understand the terminology of practial financial risk management in the banking industry, explain the importance of model life-cycle management, and solve practial examples in the area of market and credit risk measurement.

Subject of course

- Risk modelling
- Model risk
- Risk model management (RMM)
- RMM of univariate credit risk models
- RMM of market risk portfolio models
- RMM of credit risk portfolio models

Teaching methods

- Solving practial examples

 

Mode of examination

Immanent

Additional information

This course will probably be taught by Dr. Thomas Lederer in the winter semester 2024/25.

Lecturers

Institute

Examination modalities

- Homework exercises

- Classroom presentation

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
066 482 Mechanical Engineering - Management Mandatory electiveSTEOP
Course requires the completion of the introductory and orientation phase
066 926 Business Informatics Mandatory elective
066 937 Software Engineering & Internet Computing Mandatory electiveSTEOP
Course requires the completion of the introductory and orientation phase

Literature

No lecture notes are available.

Language

English