8 August 2019
Financial Risk Management
The global financial crisis of 2008 destroyed nearly $34 trillion from global stock markets and drew attention to many financial risk management malpractices. The occurrence of such event, which resulted in more stringent regulation for financial institutions, makes financial risk management one of the most challenging finance topics worldwide nowadays.
This course aims to provide theoretical and applied knowledge on the most relevant issues and methods required for a sound financial risk management, enabling students to:
Understand and identify the main sources of financial risk
Be acquainted with the implementation of integrated risk management systems in the organizations
Be able to apply the most accurate methods of risk assessment within each risk category
Be able to evaluate the risk of a single asset and a portfolio of assets
Identify the main differences between regulatory and economic capital
Understand the basics underlying the process of financial institutions supervision and the minimum capital requirements determination
Prof. Paulo Viegas de Carvalho
Department of Finance at ISCTE-IUL
PhD in Finance, ISCTE
Advisor on Financial Risk Modelling and Management
Usually the evaluation is based on class participation, individual / group work and a final test but this may vary from programme to programme. Therefore, we recommend you to check each programme syllabus to see the grading system that is applied.
EUR 1150: If the student withdraws the application before 31th May, 200€ of the amount paid will be retained by ISCTE and the rest refunded (bank fees charged will be borne by the student). In case of cancellation after 31th May no reimbursements can be made.
Unfortunately, there is no scholarship available.