2010 Course Handbook
ECFS899: Modelling Market Risk
This extends concepts taught in ECFS868 Financial Risk Management. It is intended to provide skills for quantitative analysis to model and control financial risks. Techniques include simulation analysis, handling non-normal returns and stress testing portfolios. Model risk, liquidity risk and operational risk will also be covered. Case studies and computer workshops are used.
| Credit Points: | 2 |
| Contact Hours: | -- |
| When Offered: |
E1 - Evening; Offered in the first half-year
E2 - Evening; Offered in the second half-year |
| Staff Contact: | Dr Elizabeth Sheedy |
| Prerequisites: | (Admission to Master of Applied Finance or Postgraduate Certificate in Applied Finance) and ECFS868 with SNG of 50 |
| Corequisites: | |
| NCCWs: | |
| Unit Designations: | -- |
| Assessed As: | Graded |
| Offered By: |
Department of Applied Finance and Actuarial Studies Faculty of Business and Economics |