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85209 - Risk Management (Secs-P/11)

Course Unit Page

  • Teacher Andi Duqi

  • Credits 6

  • SSD SECS-P/11

  • Teaching Mode Traditional lectures

  • Language Italian

  • Campus of Forli

  • Degree Programme Second cycle degree programme (LM) in Economics and Commerce (cod. 0905)

  • Teaching resources on Virtuale

  • Course Timetable from Nov 06, 2023 to Dec 12, 2023

SDGs

This teaching activity contributes to the achievement of the Sustainable Development Goals of the UN 2030 Agenda.

Quality education Decent work and economic growth

Academic Year 2023/2024

Learning outcomes

The purpose of the course is to provide students with a set of financial tools to properly analyse and manage the risks underlying financial instruments and financial intermediaries. By the end of the course, students learn how to analyze, valuate and manage different types of risks.

Course contents

  1. Course overview - Risk Management in Banking 
  2. Credit Risk Part I (Probability of Default, Loss Given Default and Exposure at Default, Scoring Models)
  3. Credit Risk Part II (Portfoglio Models)
  4. Market Risk
  5. Liquidity and Interest Rate Risk
  6. Counterparty Risk
  7. Operational Risk
  8. Evolution of Risk Management Regulation in banking

Readings/Bibliography

Andrea Resti, Andrea Sironi
RISCHIO E VALORE NELLE BANCHE

Teaching methods

Frontal lectures.

Problem solving sessions using Excel or dedicated software.

Assessment methods

Written exam composed by multiple choice questions and problem solving. Duration of 120 min.

Preliminary mark graduation:

  • <18 insufficient
  • 18-22 sufficient
  • 23-27 good
  • 28-30 optimal
  • 30+ excellent

 

Teaching tools

Further material provided by the instructor

Office hours

See the website of Andi Duqi