| Call Number | 17062 |
|---|---|
| Day & Time Location |
W 2:10pm-4:00pm 409 International Affairs Building |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Allan M Malz |
| Type | SEMINAR |
| Method of Instruction | In-Person |
| Course Description | The development of quantitative risk management by the financial industry has gone hand-in-hand with that of quantitative approaches to financial regulation. The interactions between industry best practice and regulation have grown even closer since the global financial crisis, reflecting lessons learned (or not), the widening scope of regulation, and the now-central role of financial risk in the public policy agenda. This course introduces risk management principles in the context of public policy, presenting market, liquidity and credit risk measurement techniques employed by banks and other intermediaries, as well as their drawbacks and limitations. To help understand current approaches to risk management and regulation, the course studies financial market behavior in normal times and crises, the treatment of firms and debt in bankruptcy and how it differs for financial firms, the role of securitization in the financial system, and the roles of leverage and of market and funding liquidity in times of calm and distress. |
| Web Site | Vergil |
| Department | International and Public Affairs |
| Enrollment | 17 students (35 max) as of 1:06PM Saturday, May 11, 2024 |
| Subject | International Affairs |
| Number | U6098 |
| Section | 001 |
| Division | School of International and Public Affairs |
| Campus | Morningside |
| Note | Pre-req: Quant I and Accounting |
| Section key | 20233INAF6098U001 |