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MS4226 - Financial Risk Analytics

Offering Academic Unit
Department of Management Sciences
Credit Units
3
Course Duration
One Semester
Course Offering Term*:
Semester B 2019/20

* The offering term is subject to change without prior notice
 
Course Aims

Data and analytical tools are playing crucial roles in driving business decisions and managing risk in financial services industry. This course on financial risk analytics focuses on data-driven modelling, computation, and statistical estimation of credit and market risks. In particular, it aims to

  • provide students with basic terminology of various risks in complex business situations.
  • provide students with widely used techniques to measure and manage risks, with emphasis on analytical tools from operations research and statistics.
  • equip students with modelling and computing skills to solve business problems in the area of financial risk management.

 


Assessment (Indicative only, please check the detailed course information)

Continuous Assessment: 40%
Examination: 60%
Examination Duration: 2 hours
 
Detailed Course Information

MS4226.pdf

Useful Links

Department of Management Sciences