FINANCIAL RISK MANAGEMENT

Course Information
TitleΔΙΑΧΕΙΡΙΣΗ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΩΝ ΚΙΝΔΥΝΩΝ / FINANCIAL RISK MANAGEMENT
CodeIM-311
Interdepartmental ProgrammeInterdisciplinary MSc on Informatics and Management 2015-today
Collaborating SchoolsInformatics
Economics
Cycle / Level2nd / Postgraduate
Teaching PeriodWinter
CoordinatorKyriaki Kosmidou
CommonNo
StatusActive
Course ID40002776

Programme of Study: Interdisciplinary MSc on Informatics and Management 2015-today

Registered students: 0
OrientationAttendance TypeSemesterYearECTS
InformaticsElective Courses327.5
ManagementElective Courses327.5

Class Information
Academic Year2015 – 2016
Class PeriodWinter
Faculty Instructors
Weekly Hours3
Class ID
600011021
Type of the Course
  • Scientific Area
Course Category
Specific Foundation / Core
Mode of Delivery
  • Face to face
Digital Course Content
Language of Instruction
  • Greek (Instruction, Examination)
Learning Outcomes
By the end of this course, studends will know and recognize the financial risks, and they will be able to analyse, manage and measure the risk through scientific tools and mathematical models.
General Competences
  • Apply knowledge in practice
  • Retrieve, analyse and synthesise data and information, with the use of necessary technologies
  • Make decisions
  • Work autonomously
  • Work in teams
  • Be critical and self-critical
  • Advance free, creative and causative thinking
Course Content (Syllabus)
The purpose of this course is to analyse the various difficulties and problems, that encounter the financial institutions, caused by the financial risks. During this course we analyse the financial risks (credit risk, liquidity risk, interest rate risk, country risk, market risk, etc.) as well as the methodologies used to manage and measure them
Keywords
financial institutions, financial risks, credit risk, liquidity risk, interest rate risk, market risk, VaR, gap analysis, duration
Educational Material Types
  • Notes
  • Slide presentations
Use of Information and Communication Technologies
Use of ICT
  • Use of ICT in Course Teaching
  • Use of ICT in Communication with Students
Description
The teaching of the course is done through power point. Students can communicate either by email or during office hours.
Course Organization
ActivitiesWorkloadECTSIndividualTeamworkErasmus
Lectures
Total
Student Assessment
Description
The final grade includes 60% of the final written exam and 40% of the coursework.
Student Assessment methods
  • Written Exam with Multiple Choice Questions (Formative, Summative)
  • Written Assignment (Formative, Summative)
Bibliography
Course Bibliography (Eudoxus)
Κοσμίδου Κ., Ζοπουνίδης Κ., “Συστήματα Διαχείρισης Τραπεζικών Κινδύνων: Η περίπτωση του Asset Liability Management”, Εκδόσεις Κλειδάριθμος, Αθήνα, 2003
Additional bibliography for study
 Bessis J., ‘Risk management in Banking’, Second Edition, Wiley, 2002  Jorion P., “Value at Risk: The New Benchmark for Managing Financial Risk”, 2nd Edition, McGraw-Hill, New York, 2000  Hefferman S., “Modern Banking in Theory and Practice”, John Wiley and Sons, 1996  Resti A., Sironi A., “Risk management and Shareholders’ Value in Banking”, J. Wiley & Sons, 2007  Saunders A., “Financial Institutions Management-A modern perspective”, McGraw Hill Editions, 2002
Last Update
08-10-2015