Module Catalogues, Xi'an Jiaotong-Liverpool University   
Module Code: ACF312
Module Title: Financial Risk Management
Module Level: Level 3
Module Credits: 5.00
Academic Year: 2019/20
Semester: SEM2
Originating Department: International Business School Suzhou
Pre-requisites: N/A
This module aims to provide students with a sound understanding of the basic principles of risk management. Attention will hence focus on different approaches of risk measuring and managing. Topics covered include credit risk, liquidity risk, and operational risk.
Learning outcomes 
A Understand different theoretical models used to measure various types of risk

B Identify the nature of various financial risks, especially market risk, portfolio risk, credit risk, and liquidity risk.

C Be able to analyse and suggest risk management solutions for financial institutions

D Be able to calculate risk using specialised software.

Method of teaching and learning 
This module will be taught using a combination of lectures, tutorials, labs and consultation hours. Learning will also be reinforced by appropriate readings of research papers.
Students will be given the chance to implement their knowledge in tutorials and labs by solving real risk problems.
1. The need for Risk Management

2. Lessons from Financial Disasters

3. Computing VaR (Variance-Covariance method, Historical Simulation, Monte Carlo Simulation)

4. Stress Testing

5. Credit Risk

6. Liquidity Risk

7. Operational Risk

8. Interest Rate Risk

9. Economic Capital

10. 10.New development of risk management

Delivery Hours  
Lectures Seminars Tutorials Lab/Prcaticals Fieldwork / Placement Other(Private study) Total
Hours/Semester 26    7      117  150 


Sequence Method % of Final Mark
1 Group Project 15.00
2 Group Project 15.00
3 Take-Home Open Book Exam 70.00

Module Catalogue generated from SITS CUT-OFF: 6/3/2020 1:52:40 AM