|Module code||IAS 721|
|Faculty||Faculty of Natural and Agricultural Sciences|
ERM framework. External risk frameworks. Stakeholders. Risk appetite. The risk management function. Risk management processes. Risk identification and assessment. Risk classification. Risk Measurement. Risk modelling. Analysis of data. Copulas. Fitting models. Extreme Value Theory. The use of models in ERM. Analysis of selected risks. Risk optimisation and risk responses. Risk management of selected risks. Economic Capital.
|Contact time||2 lectures per week, 2 practicals per week|
|Language of tuition||Module is presented in English|
|Period of presentation||Semester 2|
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