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Veranstaltungsdetails

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Organisatorische Informationen Kursbeschreibung
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eventdetails open Kursbeschreibung

Sprache:
Englisch
ECTS-Credits:
0
Kursinhalt (Deutsch):
All economics decisions are risky; therefore, managers need to estimate the different possible future outcomes of their decisions. This course introduces the concept of risk and the techniques of corporate and financial risk management. A key to these techniques is the understanding of probability distributions, which can be created through simulations. In addition, risk management is linked to the strategic management of a firm.

1) CAPM and Value Added of Risk Management

2) Corporate Risk Management

3) Case Strategic and Risk Management

4) Credit Rating (Counterparty Risk)

  • Identification and definition of ‘risk’ in different contexts
  • Realizing that risk perception is subjective and causes variance in decision making
  • Quantification of ‘risk’ with various risk measures
  • Identifying risks in business strategies
  • Understanding the functionality of options, futures, and swaps
Kursinhalt (Englisch):
All economics decisions are risky; therefore, managers need to estimate the different possible future outcomes of their decisions. This course introduces the concept of risk and the techniques of corporate and financial risk management. A key to these techniques is the understanding of probability distributions, which can be created through simulations. In addition, risk management is linked to the strategic management of a firm.

1) CAPM and Value Added of Risk Management

2) Corporate Risk Management

3) Case Strategic and Risk Management

4) Credit Rating (Counterparty Risk)

  • Identification and definition of ‘risk’ in different contexts
  • Realizing that risk perception is subjective and causes variance in decision making
  • Quantification of ‘risk’ with various risk measures
  • Identifying risks in business strategies
  • Understanding the functionality of options, futures, and swaps
Unterrichtsform:
Präsenzstudium
Literatur (Deutsch):
  • Hull, J. (2015): Risk Management and Financial Institutions, chapters 1, 5, 7, 8
  • Additional: Culp, C. (2001): The Risk Management Process, Wiley, chapter 4.
  • Konstantinides (1998): Clarity from competence, Risk 1998, 49.
Literatur (Englisch):
  • Hull, J. (2015): Risk Management and Financial Institutions, chapters 1, 5, 7, 8
  • Additional: Culp, C. (2001): The Risk Management Process, Wiley, chapter 4.
  • Konstantinides (1998): Clarity from competence, Risk 1998, 49.
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GesamtworkloadZusammensetzung open Gesamtworkload und seine Zusammensetzung:

Gesamtworkload (in h):
10-20
Selbststudium (in h):
2-20
Kontaktzeit (in h):
8
Prüfung (in h):
0
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