Risk Management

Course unit title

Risk Management

Course unit code

EKM

Type of course unit (compulsory, optional)

Optional

Level of course unit (according to

EQF: first cycle Bachelor, second cycle Master)

Third cycle Doctor

Year of study when the course unit is delivered

(if applicable)

Year 1

Semester/trimester when the course unit is delivered

Semester 2

Number of ECTS credits allocated

4.8 ECTS

Name of lecturer(s)

Dr. Wisnu Wibowo

Dr. Wasiaturrahma

Dr. Wisudanto

Learning outcomes of the course unit

Students are able to develop the skills needed to measure and manage in an integrated manner the risks faced by corporations and in particular such as banks, insurance companies, pension funds, endowments, foundations, hedge funds, mutual funds, and regulatory agencies.

Mode of delivery (face-to-face, distance learning)

Face to face (offline) and or distance learning (online)

Prerequisites and co-requisites (if applicable)

No

Course content

Foundations of Risk Management; Quantitative Analysis; Financial Markets and Products; Valuation and Risk Models; Market Risk Management; Credit Risk Management; Operational and Integrated Risk Management; Investment Risk Management

Recommended or required

reading and other learning resources/tools

Jorion, P. 2016. Financial Risk Manager Handbook. 7th Ed. Wiley.

Bessis, J. 2015. Risk Management in Banking. 4th Ed. Wiley

Allen, L & Saunders, A. 2012. Risk Management in Banking. Berger, A.N., Molyneux, P. & Wilson, J.O.S (Ed.). The Oxford Handbook of Banking.

Wernz, J. 2014. Bank Management and Control: Strategy, Capital and Risk Management. Springer.

Olson, D. L. & Wu, D.D. 2015. Enterprise Risk Management in Finance. Palgrave MacMillan.

Christoffersen, P. 2011. Elements of Financial Risk Management. 2nd Ed. Elsevier.

Hull, J. C. 2015. Risk Management and Financial Institutions. 4th Ed. Pearson.

Planned learning activities and teaching methods

Lecture course, presentation and discussion, assignment

Language of instruction

In Bahasa (Indonesian Language) and English

Assessment methods and criteria

Exam, Project/Paper