FINANCIAL RISK MANAGEMENT
| Title | ΔΙΑΧΕΙΡΙΣΗ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΩΝ ΚΙΝΔΥΝΩΝ / FINANCIAL RISK MANAGEMENT |
| Code | 10601-MBA-202 |
| Faculty | Social and Economic Sciences |
| School | Economics |
| Cycle / Level | 2nd / Postgraduate |
| Teaching Period | Spring |
| Coordinator | Kyriaki Kosmidou |
| Common | No |
| Status | Active |
| Course ID | 600001104 |
Programme of Study: PROGRAMMA METAPTYCΗIAKŌN SPOUDŌN "DIOIKĪSĪ EPICΗEIRĪSEŌN-MBA" (2018-sīmera)
Registered students: 0
| Orientation | Attendance Type | Semester | Year | ECTS |
|---|---|---|---|---|
| KORMOS | Elective Courses | 2 | 1 | 6 |
| Academic Year | 2017 – 2018 |
| Class Period | Spring |
| Faculty Instructors |
|
| Weekly Hours | 3 |
| Class ID | 600110755
|
Course Type 2016-2020
- Scientific Area
Course Type 2011-2015
Specific Foundation / Core
Mode of Delivery
- Face to face
Digital Course Content
- e-Study Guide https://qa.auth.gr/en/class/1/600110755
- eLearning (Moodle): elearning.auth.gr
Language of Instruction
- Greek (Instruction, Examination)
Learning Outcomes
By the end of this course, students will be able to recognize the various kinds of financial risk. They could also analyse, measure and manage the risk by using mathematical models.
General Competences
- Apply knowledge in practice
- Adapt to new situations
- Work in teams
- Advance free, creative and causative thinking
Course Content (Syllabus)
The purpose of this course is to recognize the financial risks that encounter the firms. Meanings, such as credit risk, market risk, liquidity risk, interest rate risk, etc. will be explained. Moreove,we will deal with the mathematical tools, such as gap analysis, duration, VaR, that are used to analyse, measure and manage the risk.
Keywords
financial risks, gap analysis, duration, credit risk, market risk
Educational Material Types
- Slide presentations
Use of Information and Communication Technologies
Use of ICT
- Use of ICT in Course Teaching
- Use of ICT in Communication with Students
- Use of ICT in Student Assessment
Description
teaching is taking place through power point presentation. communication with students is donve by email or during the office hours.
Course Organization
| Activities | Workload | ECTS | Individual | Teamwork | Erasmus |
|---|---|---|---|---|---|
| Lectures | 166 | ✓ | |||
| Written assigments | 11 | ||||
| Exams | 3 | ||||
| Total | 180 |
Student Assessment
Description
40% assignment + presentation
60% written exam
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
18-02-2018
