Бакалавриат
2025/2026
Модели оценки рисков
ID 1029128
Статус:
Курс по выбору (Международная программа по бизнесу и экономике)
Кто читает:
Департамент финансов
Где читается:
Санкт-Петербургская школа экономики и менеджмента
Когда читается:
4-й курс, 1 модуль
Охват аудитории:
для всех кампусов НИУ ВШЭ
Язык:
английский
Кредиты:
3
Контактные часы:
28
Course Syllabus
Abstract
The course consists of lectures (14 hours) and tutorials (28 hours). The tutorials involve student presentations (in small groups), problems solving, case analysis and the individual assignment (project). The course presents an advanced treatment of the theory and its application to financial institutions and international corporations. This course consists of seven units, which will enrich knowledge with an invaluable grounding in the subject and enable students to acquire a strong theoretical and practical understanding of the current and essential risk management practices.
Learning Objectives
- This course will provide students with a comprehensive overview of the main types of risk that have such a substantial impact on international firms and financial institutions.
Expected Learning Outcomes
- Classify derivative instruments that could be used in managing the risks of financial institutions and international corporations.
- Forecast the financial risks that financial institutions and corporations could face in the international market.
- Know basic functions of financial risk management.
- Measure the risks that arise from financial markets - such as credit risk, market risk, liquidity risk and sovereign risk.
Course Contents
- Introduction to Financial Risk Management
- Interest Rate Risk
- Credit Default Risk
- Foreign Exchange Risk
- Sovereign Risk
- Off-Balance-Sheet Risk and Liquidity Risk
- Managing Risk
Interim Assessment
- 2025/2026 1st module0.5 * Final examination + 0.1 * In-class activity + 0.2 * Assignment test + 0.2 * Home project
Bibliography
Recommended Core Bibliography
- Población García, F. J. (2017). Financial Risk Management : Identification, Measurement and Management. Cham: Palgrave Macmillan.
Recommended Additional Bibliography
- Crouhy, M., Mark, R., & Galai, D. (2006). The Essentials of Risk Management. [New York]: McGraw-Hill Professional. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=309132
- Risk Management in Banks and Insurance Companies: Step by Step, Anja Blatter, S. Bradbury, P. Bruhn, D. Ernst, 978-3-031-42836-4, 2024