GFIN 5003 -

Institution:

The New School

Subject:

Description:

Risk Management: Intro to Risk Management; Regulations and Financial Markets; Fixed Income and Credit Markets Risk management course is divided into two parts. The first part is the basics of market and credit risk. This will be covered intensively. The framework will be similar to the approach used in JP Morgan's Riskmetrics and Creditmetrics. The idea here is to make sure that every participant knows the basic risk management the way it is practiced in the markets. The course also deals with the information from across the organization, combine different instrument type into one portfolio, perform scenario and stress tests, calculate at-risk measures and deliver a customized report. Credit risk management methodologies are becoming increasingly sophisticated. The second part of the course proposes an overview of the most recent techniques used in credit risk management. It is aimed to let the participants learn about the new models in this fast developing area. New instruments, new securitization methods are discussed. Examples taken from well-known cases will underline the importance of an adequate credit risk management system. An essential part of this course is the discussion of the leading risk management and book maintenance software available to financial institutions.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.newschool.edu

Phone Number:

(212) 229-5600

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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