JEM232 - Financial Crisis and Risk Management

Credit: 3
Status: Bachelors - elective
BEF - elective
CSF - elective
EEI and EP - elective
F,FM and B - elective
Masters - all
MEF - elective
Semester - summer
Course supervisors: prof. Roman Horváth Ph.D.
Course homepage: JEM232
Literature: Goodhart, C. and D. Tsomocos, The Challenge of Financial Stability, Edward Elgar.
Goodhart, C. and D. Tsomocos, Financial Stability in Practice, Edward Elgar.
Myint, S. and F. Famery, The Handbook of Corporate Financial Risk Management, Risk Books.
Wessel, D. In FED We Trust: Ben Bernanke's War on the Great Panic, Three Rivers Press.
Description: The course will develop the analytical tools necessary to understand crisis prevention and management, and risk management. The properties and characteristics of risk management techniques will be analysed and related to corporate and sovereign default risk, hedging and trading strategies, regulation, and assessing financial stability and systemic risk. Emphasis will be put on applying these techniques on problems emerging in the marketplace.




Patria Finance
Česká Spořitelna