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.

2022S, VU, 2.0h, 3.0EC
TUWEL

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

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Fri15:00 - 17:0025.03.2022Bombardier Hörsaal Preliminary Meeting
Mon15:00 - 17:0025.04.2022Bombardier Hörsaal Intermediate session 1
Fri15:00 - 17:0020.05.2022Bombardier Hörsaal Intermediate session 2
Fri14:00 - 18:0010.06.2022Bombardier Hörsaal Final session

Examination modalities

- Homework exercises

- Classroom presentation

Course registration

Begin End Deregistration end
24.01.2022 00:00 20.03.2022 13:00 20.03.2022 13:00

Curricula

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

Literature

No lecture notes are available.

Language

English