當期課號 | 7026 | Course Number | 7026 |
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授課教師 | 洪志興 | Instructor | HUNG,CHIH HSING |
中文課名 | 財金風險管理 | Course Name | Financial Risk Management |
開課單位 | 財務金融系碩士班二A | Department | |
修習別 | 選修 | Required/Elective | Elective |
學分數 | 3 | Credits | 3 |
課程目標 | 本課程目標在於使學生了解金融風險的基礎觀念,以及目前風險管理所慣用的方法、技巧等. | Objectives | The course of financial risk management provide the fundamental concepts about financial risk. In addiotion ,they also introduce the methods and the techniques commonly used in this field. |
教材 | Value at Risk, 3rd Ed.: The New Benchmark for Managing Financial Risk (Hardcover) ~ Philippe Jorion |
Teaching Materials | Value at Risk, 3rd Ed.: The New Benchmark for Managing Financial Risk (Hardcover) ~ Philippe Jorion |
成績評量方式 | 1.Homework 50% 2.Classroom performance 30% 3.Financial report 30% |
Grading | 1.Homework 50% 2.Classroom performance 30% 3.Financial report 30% |
教師網頁 | http://lms.ctl.cyut.edu.tw/home.php | ||
教學內容 | 1.An increased emphasis on operational risk 2.Using VAR for integrated risk management and to measure economic capital 3.Applications of VAR to risk budgeting in investment management 4.Discussion of new risk-management techniques, including extreme value theory, principal components, and copulas 5.Extensive coverage of the recently finalized Basel II capital adequacy rules for commercial banks, integrated throughout the book |
Syllabus | 1.An increased emphasis on operational risk 2.Using VAR for integrated risk management and to measure economic capital 3.Applications of VAR to risk budgeting in investment management 4.Discussion of new risk-management techniques, including extreme value theory, principal components, and copulas 5.Extensive coverage of the recently finalized Basel II capital adequacy rules for commercial banks, integrated throughout the book |