Period 4: Course N°5 Course title Level Teaching language(s) Risk in the Trading Book M1 English Contact hours Self-learning hours (no contact) Number of Total learner Off-line Online Face-to- ECTS credits hours Online Group Individual Group Individu face...
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Period 4: Course N°5 Course title Level Teaching language(s) Risk in the Trading Book M1 English Contact hours Self-learning hours (no contact) Number of Total learner Off-line Online Face-to- ECTS credits hours Online Group Individual Group Individu face al 5 90 30 General Objectives and brief description of the course The objective is to describe and analyse the main financial and non financial risks that a trading room is exposed to, namely: market risk, credit and counterparty risk, model risk, liquidity risk, operational and legal risk, regulatory&reputational risk.... The programme will combine case studies with academic lectures. 2008 crisis will be notably explored in depth, both in terms of causes and consequences Course Intended Learning Outcomes (CILO): Knowledge / skills + generic skills and behavioural aptitudes Students will get a broad understanding of risk assessment, risk quantification, risk appetite, risk miigation and hedging accross a variety of asset classes and t
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