FINANCIAL RISK MANAGEMENT

Zielgruppe:

Masterstudierende der wirtschaftswissenschaftlichen Fakultät




Sprache:

Englisch




Vorraussetzungen:

Keine




Zeit & Ort:

Vorlesung: Dienstag, 12:15 - 13:45 Uhr

Übung: Dienstags, 14:15 - 15:45 Uhr

Raum: ZHG 003

Beginn: 24.10.2024




Prüfung:

Klausur: 60 min. (6 CP)




Klausurtermin:

Datum: 25.02.2025, 12:15 - 13:15 Uhr

Raum: ZHG 104




Prüfungsanforderungen:

• Demonstrate a profound knowledge of how risk management is related to other issues in corporate finance,


• document an understanding of viable reasons for corporate risk management and how corporate risk management can create value,


• demonstrate the ability to analyze and apply different risk measures,


• show a profound understanding of methods and techniques used to measure and manage international risks, interest rate risk, credit risk, and climate risk.

Qualifikationsziele/Kompetenzen:

After a successful completion of the course students are able to:

• understand and explain how risk management is related to other issues in corporate finance,


• critically assess different motivations for corporate risk management,


• understand and critically assess different risk measures and how they are applied in practice,


• understand and explain how international risks can be managed and how the management of international risks is related to various economic parity conditions,


• understand, analyze and critically apply measures and methods to manage interest rate risk,


• understand, analyze and critically apply measures and methods to manage credit risk,


• understand, analyze and critically apply measures and risk management strategies for climate risk.

Inhalte der Vorlesung:

• 1. Introduction


• 2. Risk Management: Motivation and Strategies


• 3. Managing Interest Rate Risk
  


• 4. Managing Credit Risk
  


• 5. Managing International Risks
  


• 6. Managing Climate Risk

Inhalte der Übung:

In the accompanying practice sessions students deepen and broaden their knowledge from the lectures.