教學內容 |
本課程內容主要講授風險管理的方法:包括涉險值、經濟資本及資本報酬。風險涵蓋的範圍包括市場、信用、操作及資產負債管理等活動所引致的必要風險。學習如何去衡量風險的大小、實施風險管理以至於執行Basel Accords的規定。 |
Syllabus |
Discusses all the metrics used to manage finance risks: VaR, Economic Capital, and RAROC. Covers the major types of risks; market, credit, and operating risk and asset/liability management. Features integrated risk measurement, risk management, and implementation of the Basel Accord. |