Mar 04, 2026  
2020-2021 Graduate Bulletin 
    
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2020-2021 Graduate Bulletin [ARCHIVED BULLETIN]

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FIN 7133 Advanced Topics in Risk Management

(3 hours)
Risk measurement and management, including market, credit, and liquidity risk, settlement measurement techniques for contracts such as duration, portfolio Beta, factor sensitivities, Value at Risk(tm), dynamic portfolio distribution analysis, and extreme value analysis. Includes techniques for trading desk risk management, total portfolio market exposure limits, and counterpart credit exposure limits. Prerequisites: FIN 7033  and MATH 2024.


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