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» ECFS899
ECFS899: Modelling Financial Risk |
This extends concepts taught in Financial Risk Management. It is intended to provide skills for quantitative analysis to model and control financial risks. Techniques include simulation analysis, handling non-normal returns and stress testing portfolios. Model risk, liquidity risk and operational risk will also be covered. Case studies are used.
| Credit Points: | 2 |
| Contact Hours: | -- |
| When Offered: |
E1 - Evening; Offered in the first half-year
E2 - Evening; Offered in the second half-year
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| Staff Contact: |
Dr Elizabeth Sheedy |
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| Unit Designations: |
--
| | Assessed As: |
Graded
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| Offered By: |
EFS - Division of Economic and Financial Studies |
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| Unit Web Pages |
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No web pages available.
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| Timetable |
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No timetable available.
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