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Course Criteria
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3.00 Credits
This course provides a broad overview of why managing risk is important to organizations and of the risk management function. The course utilizes the ERM framework to identify sources of value and stakeholder objectives, to categorize events that pose risk, to determine the organization's appetite for risk and to determine levels of risk retention. The course covers various risk types and examines how each is quantified, transferred, or retained and priced-for. this course is case study and group study intensive.
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3.00 Credits
This course is intended to provide graduate level exposure to accounting theory for students enrolled in the MS in Risk Management program. The course will cover essentials of the conceptual framework of accounting and will focus on issues affecting recognition and measurement of the economic events that affect financial statements in particular, those that affect the firm's risk profile and the risk transfer. The course will not be open to MS in Accounting students. RM 701, Enterprise Risk Management is a pre-requisite or co-requisite. Credit will not be given for this course if ACCT 350 or BUS 250 has already been taken and students will be required to take an additional elective from the RM program offerings.
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3.00 Credits
The course will focus on the application of financial theory to the issues and problems of investment management. Topics will include bond valuation and strategies, stock valuation and strategies, portfolio optimization and asset allocation, the CAPM, and their implications for investment management. The course will first examine the valuation and selection of various investment instruments, then move on to cover portfolio optimization issues and risk management.
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3.00 Credits
This course provides an in-depth review of the fundamentals of probability and statistics, followed by the measurement of various risk types. The course examines instances of market failure, the role of collateralization requirements, the impact of term, time horizon, and covariance, and extreme value theory. The course also covers probabilistic and stochastic risk modeling, calculations of value-at-risk, stress testing, and other risk metrics, and the limitations of each of these measures. Prereq. or coreq. : RM 701, Risk Management.
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3.00 Credits
3 Hours, 3 Credits. Pre- or co-requisite: RM 701, Introduction to Enterprise Risk Management; RM 703 or BUS 350, Investment Analysis is recommended. The primary emphasis of this course is on the structure, pricing, hedging and strategies of futures and options contracts and their applications in a risk management context. The economic role of options and futures markets is examined. Specific topics include: determinants of forward and futures prices, option valuation using binominal trees and Monte Carlo simulation, implied binominal trees, relation between puts and calls, uses of options in investment strategies, hedging techniques, exotic options, applications to corporate securities and other financial instruments.
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3.00 Credits
3 Hr.; 3 Cr. Prereq: Undergraduate degree in accounting or completion of Basic Graduate Foundation Curriculum, or permission of program director. RM 701, Enterprise Risk Management is recommended. This course examines risk transfer to insurance markets. Topics covered will include the variety of ways that risk transfer can occur including quota share and excess of loss agreements, catastrophe bonds, captives, reciprocals, segregated cells, and their structuring, such as retention, limits, corridors, collateralization, reinstatement, and commutation provisions, and structured/financial insurance. Insurance products will be evaluated for their efficiency in risk transfer. How effective insurance markets are relative to capital markets will be evaluated in terms of terms and conditions, pricing, and basis risk. Prereq. or coreq.: Undergraduate degree in accounting or completion of Graduate Core Curriculum: ECON 601, Introduction to Micro- and Macroeconomics; ECON 602, Introduction to Corporate Finance and Money and Banking; ECON 649, Statistics as Applied to Economics and Business; and ACCT 600, Financial Theory and Accounting Practice, Part I, or permission of program director. RM 701, Introduction to Risk Management is recommended. This course examines risk transfer to insurance markets. Topics covered will include the variety of ways that risk transfer can occur including quota share and excess of loss agreements, catastrophe bonds, captives, reciprocals, segregated cells, and their structuring, such as retentions, limits, corridors, collateralization, reinstatement, and commutation provisions, and structured/financial insurance. Insurance products will be evaluated for their efficiency in risk transfer. How effective insurance markets are relative to capital markets will be evaluated in terms of terms and conditions, pricing, and basis risk.
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3.00 Credits
3 hr.; 3 cr. Prereq.: RM 702, Accounting for Risk Management or ACCT 201, Intermediate Accounting I and ACCT 202, Intermediate Accounting II. Analyses are made of financial statements of public companies from the perspective of investors, management, creditors, accountants and auditors. Financial statements and related disclosures will be analyzed to gain a perspective on a company¿s health. Business valuation models and techniques to develop forecasts and pro forma results will be discussed and illustrated. Ratio analysis and key performance indicators will be emphasized with a case study approach to this subject. Credit will not be given if ACCT 350 or BUS 250 has been taken.
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3.00 Credits
3 hr.; 3 cr. Prereq.: ECO 721 or equivalent; and ERM 704 or MATH 241 or permission of the instructor. The course covers modern statistical and econometric techniques necessary for both professional and academic quantitative research in finance. Particular emphasis will be placed on measuring and analyzing the risk of holding and trading financial assets.
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3.00 Credits
3 Hr.; 3 Cr. Prerequisites: ECO 602, Introduction to Corporate Finance and Money and Banking, or BUS 241, Corporate Finance. Recommended: Math 131, Calculus with Applications to the Social Sciences. The course exposes students to an in-depth analysis of the concepts encountered in the market for fixed income securities. The student will develop tools to price bond and money market instruments, understand the term structure of interest rates, analyze the Treasury yield curve, and evaluate credit yield spreads. The course illustrates hedging and other trading and portfolio strategies, and explores fixed income derivative instruments.
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3.00 Credits
3 Hr.; 3 Cr. Prerequisites: RM 701, RM 702, RM 703 or RM 704, RM 705 and RM 706. The course may be taken concurrently with RM 703 or 704 with permission of the program director. This is the capstone course for the Risk Management program, in which students will run a dynamic financial analysis for a corporation, modeling its financial asset and liability exposures, and estimating future cash flow, time-varying exposures, and covariance across exposures. Students will build models with applications either to pension funds, life insurance, non-life insurance, banking, and treasury/funding operations.
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