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Management of financial and operational risk dr hab. Marek Szczepański
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Management of financial and operational risk - Programm Part I: Financial Risk Introduction to risk management Risk frameworks and standards Financial crimes – frauds and corruption Credit risk Investment risk Market risk Longevity risk Part II: Operational Risk What is operational risk? How to manage operational risk? Risk and control selfassessments Regulatory compliance
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Literature 1) Anthony Tarantino, Deborah Cernauskas Essentials of Risk Management in Finance, John Wiley, 2010. 2) David Tattam, A Short Guide to Operational Risk, Gower Publishing Company, 2011. 3) Paweł Matkowski, Zarządzanie ryzykiem operacyjnym, Wolters Kluwer, Kraków 2006. 4) Michael C.Erhard, Eugene F.Bringham, Corporate Finance, Cengage Learning, USA, 2011, part. 3, chapter 6.
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Classes I.Financial risk 1.The relationship between Risk and Return on financial market (examples) 2.Credit risk (examples, case study). 3.Global finacial crisis 2008-2009 4.Dealing with finacial risk in banks and assurance companies (case study)
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