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Risk Measurement and Management - FREG804
This unit outlines the key sources of risk for financial institutions, namely market, credit (retail and commercial), operational, liquidity, underwriting and governance. It explains how each type of risk is measured/quantified as well as the mechanics of the models commonly used to assess each type of risk. The unit outlines other risk mitigation strategies commonly employed by financial institutions, including pricing, provisioning for expected losses, stressing testing and scenario analysis, as well as contingency capital planning. It also covers the primary themes of risk governance such as the three lines of defence, organisation structure and policies/procedures.
| Credit Points: | 4 |
| When Offered: | 2013 - Next offered in 2013 |
| Staff Contact(s): | Associate Professor Robert Trevor |
| Prerequisites: |
Admission to MFinReg |
| Corequisites: | |
| NCCW(s): | |
| Unit Designation(s): | |
| Assessed As: | Graded |
| Offered By: | Department of Applied Finance and Actuarial Studies Faculty of Business and Economics |
Timetable Information
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