Risk Management for Financial Institutions

Semester 3: Risk management and Financial Markets



Finance & Investments 
• Asset & Liability Management (ALM) of financial institutions
• Asset Allocation techniques
• Risk budgetting
• Quantitative Methods for Risk Measurement: a portfolio approach

Risk transition by means of derivatives
• Derivatives, valuation and their use in portfolio & risk management
• Quantitative methods for Risk Management: an instrument approach

The information will be supported by case studies on the following topics:  
• Asset & Liability Management (ALM) of financial institutions
• Portfolio Management