BUFN 758R

Financial Institute Risk Management
Credits
2

This course surveys the theory and practice of financial risk management focusing on identification, measurement, and mitigation of risks associated with financial institutions. It focuses on the risk of a stylized large systemically important financial institution (Sifi Bank) using synthetic transactions and portfolios allowing the student to directly apply various concepts using a variety of models and Excel/VBA tools to test their sensitivity to important changes in assumptions.