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.

2020S, VU, 2.0h, 3.0EC
TUWEL

Properties

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

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

Lecturers

Institute

Examination modalities

- Classroom exercises

- Homework exercises

- Exam

Course registration

Begin End Deregistration end
27.01.2020 00:00 23.03.2020 13:00 27.03.2020 13:00

Curricula

Literature

No lecture notes are available.

Language

English