2026/2027
Интегрированное управление рисками
Статус:
Маго-лего
Где читается:
Факультет экономических наук
Онлайн-часы:
20
Охват аудитории:
для своего кампуса
Язык:
русский
Кредиты:
3
Контактные часы:
8
Программа дисциплины
Аннотация
Recently, financial and non-financial companies entered the era of Fourth Industrial revolution (Industry 4.0). It opens up new opportunities for companies to boost profitability and value, but increases their exposure to risks (including fundamentally new risks). To survive in this turbulent and volatile environment companies must adopt the new generation of risk management system – risk intelligent enterprise. It (1) aligns and people, process, tools, technologies, and governance into one system; (2) fosters decision making in the “value-risk” coordinates; (3) accelerates the attainment of strategic goals, drives resilience and delivers enhanced financial results. The course is included into the professional optional part of the online degree Master program and is designed to develop main methodological provisions, frameworks of intelligent approach in risk management and primary skills in integrating risk management into strategic management and business planning.
Цель освоения дисциплины
- To obtain the theoretical foundations for building an integrated risk management system in an industrial enterprise and its relationship to corporate finance.
- To master in practice the tools of identification, analysis, assessment, monitoring and communication of risks.
Планируемые результаты обучения
- Know the main operational risks
- Know the content and methods of assessment (modeling) of the main risks of credit institutions and other financial companies
- Know the financial model as the main tool for assessing the riskiness of a project/investment and its profitability, its structure
- Develop a strategy for eliminating risks (hedging, diversification, insurance).
- Knows the properties of derivative financial instruments. Has skills in hedging financial risks using derivatives.
- Analyzes strategies of behavior in conditions of risk
Содержание учебной дисциплины
- Fundamentals of risk management
- Credit risk assessment
- Market risks
- Operational risks
- Strategic risks
- Integrated risk management
Промежуточная аттестация
- 2026/2027 4th module0.3 * Tests + 0.2 * Activity at seminars + 0.5 * Project
Список литературы
Рекомендуемая основная литература
- Advanced interest rate and currency swaps : state-of-the-art products, strategies & risk management applications, Dattatreya, R. E., 1994
- Advanced Strategies in Financial Risk Management, , 1993
- Advances in risk management of government debt, , 2005
- Crouhy M., Galai D., and Mark R. (2014). The Essentials of Risk Management. Second Edition. McGraw-Hill.
- Mars, G., & Weir, D. (2019). Risk Management : Volume II: Management and Control. Routledge.
- Merna, T., & Al-Thani, F. F. (2008). Corporate Risk Management (Vol. 2nd ed). Chichester, England: Wiley. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=323307
- Risk management in plain english : a guide for executives, Marks, N., 2018
- Tarantino, A., & Cernauskas, D. (2011). Essentials of Risk Management in Finance. Hoboken, N.J.: Wiley. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=352036
- The essentials of risk management, Crouhy, M., 2014
Рекомендуемая дополнительная литература
- 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
- The essentials of risk management, Crouhy, M., 2014