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Financial risk management 711


 
Module code FRB 711
Qualification Postgraduate
Faculty Faculty of Economic and Management Sciences
Module content

• Introduction to risk and financial risk;
• Financial risk exposures;
• Evolution and use of risk management instruments;
• Measurement of internal and external risk through modelling and
  forecasting;
• Market (price) risk;
• Portfolio risk;
• Value-at-risk;
• Capital requirements;
• Fixed-income risk;
• Liquidity, operational and legal risks;
• Credit (default) risk;
• Regulation (governance) and compliance environment;
• Firm-wide risk management and
• Implementing a risk management programme.
Module credits 20.00
Prerequisites FBS 210 and FBS 220 or FBS 200
Contact time 1 lecture per week
Language of tuition Module is presented in English
Academic organisation Financial Management
Period of presentation Semester 1
The information published here is subject to change and may be amended after the publication of this information. The General Regulations (G Regulations) apply to all faculties of the University of Pretoria. It is expected of students to familiarise themselves well with these regulations as well as with the information contained in the General Rules section. Ignorance concerning these regulations and rules will not be accepted as an excuse for any transgression.

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