International

Financial Risk Management(E)

level of course unit

First Cycle

Learning outcomes of course unit

Students should get clear understanding of all aspects of
financial risk management and of the way how financial institutions are supervised and regulated by the national financial authorities.

Comprehensive approach - in a qualitative and
quantitative way - to the main categories of financial risk – market risk, credit risk, operational risk and liquidity risk – will allow to get detailed practical knowledge about these crucial for the successful banking business issues.

Detailed up-to-date review of important for the financial
sector regulations as Basel III / IV frameworks, Dodd-Frank Act, Solvency II will be presented.

Good understanding of important recent concepts like counterparty credit risk, central clearing, securitization and collateralization also will be acquired by students within this course of lectures.

prerequisites and co-requisites

Minimal knowledge of elementary financial mathematics

course contents

1. Banking Risks
2. Risk Management Processes
3. Market Risk Models
4. Credit Risk Models – Standalone & Portfolio Risk
5. Counterparty Credit Risk in Derivatives
6. Operational Risk Models
7. Value-at-Risk Methodology
8. Volatility & Correlations
9. Risk Regulations: Basel III, Dodd-Frank Act & Solvency II

recommended or required reading

1. “Risk Management and Financial Institutions”, John C. Hull. Wiley, 5th ed., 2018.
2. “Risk Management in Banking”, Joel Bessis. Wiley, 4th ed., 2015.
3. “Principles of Banking Regulation”, Alexander Kern. Cambridge Univ. Press, 2019.
4. “An Introduction to Banking. Principles, Strategy and Risk Management”, Moorad Choudhry. Wiley, 2nd ed., 2018.

assessment methods and criteria

Final examination

language of instruction

English

number of ECTS credits allocated

3

eLearning quota in percent

0

course-hours-per-week (chw)

2

planned learning activities and teaching methods

face-to-face, Presentation, discussion, individual and group work

semester/trimester when the course unit is delivered

2

name of lecturer(s)

Dr. Vladimir Zenevitch

year of study

1

recommended optional program components

non

course unit code

IP_BUS104

type of course unit

integrated lecture

mode of delivery

Compulsory

work placement(s)

Not applicable.

News of the FH Kufstein

Studium feierlich abgeschlossen

Mehr als 400 Absolvent:innen kamen zur Sponsion an die Fachhochschule. Erstmals organisierte die FH Kufstein Tirol einen Livestream für Freunde und Familien, welche die Feierlichkeit von zu Hause verfolgen konnten.

Learn more
Top 25 Platzierung bei internationalem Ranking

Die FH Kufstein Tirol wurde für ihre internationale Ausrichtung erneut als einzige österreichische Hochschule in der Kategorie „Student Mobility“ ausgezeichnet und belegt damit einen Platz in den weltweiten Top 25.

Learn more
Führungskräftetraining der Firma Gronbach im LEAN LAB

Das Lean Lab der FH Kufstein Tirol steht für stetige Weiterentwicklung und konstruktiven Austausch mit Unternehmen im Bereich Lean Management.

Learn more