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| SYLLABUS |
| Risk Management of Financial Markets and Institutions,
7,5 ECTS Credits |
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COURSE CATEGORY Civilekonomprogrammet, Internationella civilekonomprogrammet, Politices kandidatprogrammet och fristående kurs
MAIN FIELD OF STUDY Economics - NAA
SUBJECT AREA Economics – NA1
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COURSE CODE |
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730G97 |
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| AIM OF THE COURSE |
After completion of the course the students should be able to:
- explain how financial institutions and markets work, their role in an economy, and why they are considered to require special regulations
- explain different types of risk faced by financial institutions
- identify, measure and manage market and interest rate risks in financial institutions
- from an historical perspective discuss how crises in financial markets are created, and the problems of measuring systematic crises
- explain how regulations of financial markets are constructed and how they have evolved over time as consequences of crises and the development of new financial instruments
- discuss the use of different methods for managing risks in the financial system and within individual financial institutions. |
| CONTENTS |
| This course deals with the management and regulations of financial markets and financial institutions. The course combines a historical and institutional perspective on financial crises, with practical risk management for financial institutions. The course has both a contemporary financial institutions management perspective and an historical perspective that helps to understand the challenges in the management and regulation of financial intermediaries and financial markets. The course explains why financial intermediaries exists in the first place, what is interest rates, yields and why fluctuations in interest rates are so critical for risk management; why financial firms and the financial sector are seen as special compared to other firms and sectors in the economy. The course provides a deep understanding of financial crises in a historical perspective; how to identify, measure and manage risks in financial institutions. In particular interest rate risk, credit risk, foreign exchange and liquidity risks. The course gives a good understanding of how to run financial institutions such as banks and treasuries. In addition, why countries end up in a debt crises and how countries can solve their debt crisis. |
| TEACHING |
| The course aim is fulfilled through: lectures, seminars, group work, assignments, report writing and presentations, discussion and assessments. Homework and independent study are a necessary complement to the course. Language of instruction: English or Swedish |
| EXAMINATION |
The course is examined through individual and group assignments and a final take-home exam. Detailed information about the examination can be found in the course’s study guide .
Students failing an exam covering either the entire course or part of the course two times are entitled to have a new examiner appointed for the reexamination.
Students who have passed an examination may not retake it in order to improve their grades. |
| ADMISSION REQUIREMENTS |
Completed Economics, basic course comprising 30 credits with at least 15 credits approved, or the equivalent. Documented knowledge of English equivalent to Engelska B/Engelska 6: internationally recognized test, e.g. TOEFL (minimum scores: Paper based 575 + TWE-score 4.5, and internet based 90+TWE-score 20), IELTS, academic (minimum score Overall band 6.5 and no band under 5.5), or equivalent. |
| GRADING |
| The course is graded on the following scale: Pass with distinction; Pass; Fail. |
| CERTIFICATE |
| Course certificate is issued by the Faculty Board on request. The Department provides a special form which should be submitted to the Student Affairs Division. |
| COURSE LITERATURE |
| The course literature is decided upon by the department
in question. |
| OTHER INFORMATION |
Planning and implementation of a course must take its starting point in the wording of the syllabus. The course evaluation included in each course must therefore take up the question how well the course agrees with the syllabus.
The course is carried out in such a way that both men´s and women´s experience and knowledge is made visible and developed. |
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Risk Management of Financial Markets and Institutions
Risk Management of Financial Markets and Institutions |
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Department responsible
for
the course or
equivalent:
IEI - Department of Management and Engineering |
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| Registrar No: 2013-00306, 2013-00307, 2014-01142, 2014-01143, 2014-01144 |
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Course Code: 730G97 |
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Exam codes: see Local Computer System |
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| Subject/Subject Area : Economics - NAA |
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| Level |
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Education level |
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Subject Area Code |
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Field of Education |
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| G1X |
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Basic level |
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SA |
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The syllabus was approved by the Board of Faculty of Arts and Science 2015-10-16
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