Bachelor 2025/2026

Risk management in a bank

Type: Compulsory course (Data Science and Business Analytics)

Delivered by: Big Data and Information Retrieval School

When: 3 year, 3, 4 module

Open to: students of one campus

Language: English

Contact hours: 68

Course Syllabus

Abstract

Main goal of this course is to provide an overview of the framework and practical tools of risk management in banking. During the course we will cover the most material types of risks relevant to commercial bank, how to estimate this risks and how to embed this estimates in core banking business activities (new business, pricing, product structuring and etc.) Educational process will consist of analyzing ppt presentations on each topic, illustrative examples in excel, Russian/European regulatory guidelines and other open information (IFRS reporting, regulatory reports, market researches and reports). Students will conduct qualitative and quantitative researches in order to extent general concepts which would be presented on lections.