MMF2000H: Risk Management

Risk management departments across the financial landscape are heavy users of financial mathematics. This course is designed as a survey course with a number of lectures representing various areas of risk. The scope is vast and many topics could by themselves be entire courses. We approach this challenge by introducing students to a wide array of relevant concepts. The main areas of consideration are market risk, counterparty credit risk, retail credit risk, anti money laundering and anti terrorist financing, and risk management of treasury operations. We also cover capital adequacy and stress testing, as well as a regulatory-driven introduction to climate change management and how it impinges on the risks facing financial firms.

0.50
St. George