RISK MANAGEMENT
| Title | ΔΙΑΧΕΙΡΙΣΗ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΩΝ ΚΙΝΔΥΝΩΝ / RISK MANAGEMENT |
| Code | 12ΕΗ04 |
| Faculty | Social and Economic Sciences |
| School | Economics |
| Cycle / Level | 1st / Undergraduate |
| Teaching Period | Spring |
| Coordinator | Kyriaki Kosmidou |
| Common | Yes |
| Status | Active |
| Course ID | 600000335 |
Programme of Study: UPS School of Economics (2013-today)
Registered students: 169
| Orientation | Attendance Type | Semester | Year | ECTS |
|---|---|---|---|---|
| OIKONOMIAS | Elective Courses belonging to the other | 8 | 4 | 3 |
| DIOIKĪSĪ EPICΗEIRĪSEŌN | Elective Course belonging to the selected specialization (Elective Specialization Course) | 8 | 4 | 3 |
| Academic Year | 2023 – 2024 |
| Class Period | Spring |
| Instructors from Other Categories | |
| Class ID | 600247641
|
Course Type 2021
Specialization / Direction
Mode of Delivery
- Face to face
Digital Course Content
- e-Study Guide https://qa.auth.gr/en/class/1/600247641
- 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 risks that encounter the firms. Meanings, such as credit risk, market risk, liquidity risk, interest rate risk, energy 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, credit risk, market risk, energy risk
Educational Material Types
- Slide presentations
- Book
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
The teaching of the course is done through power point. Students can communicate by email or during office hours.
Course Organization
| Activities | Workload | ECTS | Individual | Teamwork | Erasmus |
|---|---|---|---|---|---|
| Lectures | 36 | 1.3 | |||
| Written assigments | 28 | 1 | |||
| Exams | 20 | 0.7 | |||
| Total | 84 | 3 |
Student Assessment
Description
30% assignment
70% final written exams
Student Assessment methods
- Written Exam with Multiple Choice Questions (Formative, Summative)
- Written Assignment (Formative, Summative)
- Written Exam with Problem Solving (Formative, Summative)
Bibliography
Course Bibliography (Eudoxus)
- Saunders, Cornett, "Διοίκηση Χρηματοπιστωτικών ιδρυμάτων και διαχείριση κινδύνων", Επ. Επιμέλεια Γ. Χαρδούβελησ, Εμ. Τσιριτάκης, Εκδόσεις Broken Hill, 2017
- 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
06-07-2022
