Risk Management

Faculty
Commerce & Business Administration
Department
Finance
Course Code
FINC 4430
Credits
3.00
Semester Length
15 Weeks X 4 Hours per Week = 60 Hours
Max Class Size
35
Method Of Instruction
Lecture
Seminar
Typically Offered
To be determined

Overview

Course Description
Risk Management is a course that explores the meaning, measurement, and management of financial market risk. The expected utility model will be developed to explore the effect of different attitudes toward risk. Management of financial market risk through the use of derivative securities will be examined in detail. Topics such as liquidity risk management, credit risk management, and value at risk will also be examined.
Course Content
  1. Definition of risk.
  2. Measurement of risk.
  3. Attitudes toward risk.
  4. The nature of financial market risk.
  5. The use of forwards, futures, swaps, and options to manage financial market risk.
  6. Liquidity risk management.
  7. Credit risk management.
  8. Value at risk.       
Methods Of Instruction

Material will be presented within a lecture format.

Means of Assessment

Minimum of 3 evaluations, none of which will exceed 40%, for a total of 100%.

Learning Outcomes

At the end of the course, the successful student should be able to:

  1. analyze and interpret the meaning of risk;
  2. determine the implications of different attitudes toward risk;
  3. analyze the use of derivative securities in managing financial market risk;
  4. analyze issues in liquidity and credit risk management;
  5. analyze and understand the concept of value at risk.
Textbook Materials

Textbooks and Materials to be Purchased by Students

 

To be chosen from by the instructor:

 

  • Allen, Steven.  Financial Risk Management, Latest Edition.  John Wiley & Sons, Inc.

 

  • Poitas, Geoffrey.  Risk Management, Speculation, and Derivative Securities, Latest Edition.  Academic Press.

Requisites

Prerequisites

Corequisites

No corequisite courses.

Equivalencies

No equivalent courses.

Requisite for

This course is not required for any other course.

Course Guidelines

Course Guidelines for previous years are viewable by selecting the version desired. If you took this course and do not see a listing for the starting semester / year of the course, consider the previous version as the applicable version.

Course Transfers

Institution Transfer Details Effective Dates
Langara College (LANG) LANG BUSM 2XXX (3) 2009/01/01 to -

Course Offerings

Fall 2020

There aren't any scheduled upcoming offerings for this course.