DURHAM BUSINESS SCHOOL – FINANCIAL RISK MANAGEMENT

Financial risk management.

Aims

To provide students with the advanced knowledge needed to understand the strategies proposed by specialist practitioners in the field, as well as the skills to contribute to discussions of risk management up to board level.

CONTENT

There is an introduction. There are return-risk tradeoffs. The frontier is efficient. The model is called the CAPM.

There is trading in markets. Short selling. There are swaps, forwards, futures, and options.

How traders manage risks using parameters.

There is interest rate risk. The duration and the nature of bonds.

The VaR is the value at risk. There will be expected shortfalls. There is a difference between VaR and ES.

Credit risk. Credit default swaps can be used.

There is a lot of volatility.

Learning outcomes.

There is a subject-specific knowledge.

There are general techniques used in the valuation of financial derivatives.

Hedging techniques using financial derivatives.

Computational methods for financial risk assessment.

The skills are subject-specific.

Students should be able to finish the module by the end.

Evaluate the financial risks faced by a large company.

Bond and bill portfolios are the focus of asset portfolio management.

Evaluate the methods by which those risks can be managed and the extent to which such methods should be used.

Use a range of generic, and structured, financial derivatives to propose credible financial risk management strategies.

Evaluate the financial risk management strategies proposed by the risk management practitioners.

KEY SKILLS:

Written communication.

Time management and planning are included.

Problem solving and analysis can be done.

Using initiative.

There is computer literacy.

The learning outcomes of the module are influenced by modes of teaching, learning and assessment.

The module is delivered via online learning, divided into study weeks with specially produced resources within each week. Resources include video content, directed reading, reflection through activities, opportunities for self-assessment and peer-to-peer learning within a tutor-facilitated discussion board. Tutors provide feedback on formative work and facilitate discussion board communication as well as being available for individual consultation as necessary.

The assessment of the module is designed to test the skills of application and interpretation within the business context.

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