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Bank Risk Management (757N1)

15 credits, Level 7 (Masters)

Spring teaching

In this module, you study the different risk management techniques used to assess and control risk in the banking sector.

You look at:

• Value-at-Risk (VaR)
• risk control techniques including limit setting and risk budgeting
• Debit and Credit Value Adjustments (DVA and CVA)
• credit risk assessment
• credit lines
• bank stress tests, which are designed to detect weak spots in the banking system so that preventative action can be taken.