FINN 6213. Risk Management and Financial Institutions. (3)

Prerequisite: FINN 6203 or permission of Program Director. This course describes the following:  how market risk, credit risk and operational risk are quantified; Basel II regulatory framework; estimation of aggregate economical capital; calculation and use of RAROC; and recent bank risk management tools: back test, CCAR and Dodd-Frank proposals. It will also address recent big losses that have occurred in financial markets and how they can be avoided.  (Fall)

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