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課程名稱 |
風險管理
Risk Management |
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開課學期 |
101-1 |
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授課對象 |
管理學院 財務金融學研究所 |
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授課教師 |
曾郁仁 |
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課號 |
Fin7017 |
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課程識別碼 |
723 M1800 |
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班次 |
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學分 |
3 |
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全/半年 |
半年 |
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必/選修 |
選修 |
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上課時間 |
星期三2,3,4(9:10~12:10) |
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上課地點 |
管二303 |
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備註 |
本課程中文授課,使用英文教科書。
限本系所學生(含輔系、雙修生) 且 限碩士班以上
總人數上限：50人 |
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課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
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課程大綱
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為確保您我的權利,請尊重智慧財產權及不得非法影印
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課程概述 |
COURSE OUTLINES
LECTURES
INDENTIFY RISKS
INTEREST RATE RISK/CREDIT RISK/MARKET RISK
FOREIGN EXCHANGE RISK/SOVEREIGN RISK/LIQUIDITY RISK
UNDERWRITING RISKS/ RESERVE RISKS
OPERATION RISKS
RISK MEASUREMENTS
MOMENTS/COVARIANCE/SENSITIVITY
VALUE AT RISK/CONDITIONAL VALUE AT RISK
STOCHASTIC DOMINANCE/RISKINESS
STRATEGIES OF RISK MANAGEMENT
LEVERAGE/REINSURANCE
DIVERSIFICATION/DERIVATIVES/SECURITIZATION
COMPENSATIONS
CASES OF RISK MANAGEMENT
RBC
DIVERSIFICATION/DERIVATIVES/SECURITIZATION
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課程目標 |
THE COURSE IS DESIGNED FOR GRADUATE STUDENTS. THE COURSE CAN HELP STUDENTS TO UNDERSTAND THE CONTEMPORARY DEVELOPMENTS IN TECHNIQUES OF RISK MANAGEMENT AND HOW THESE TECHNIQUES ARE USED TO IDENTIFY, ANALYZE AND MANAGE RISKS IN FINANCIAL INSTITUTIONS ESPECIALLY IN INSURANCE COMPANIES. |
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課程要求 |
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預期每週課後學習時數 |
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Office Hours |
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指定閱讀 |
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參考書目 |
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評量方式
(僅供參考) |
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