Market Risk Management – Rsk4805 (Diamond)

For this module you will need the prescribed textbook [John-C.-Hull]-Risk-Management-and-Financial-Institutions 5th edition. Book provided at no extra cost. The choice of the calculator is up to you whether its SHARP or HP. As we go through the curriculum the lecturer will show you the steps to use both calculators. Our videos are tailored towards what is relevant to the exam for this module so we do not spend unnecessary time on concepts which the lecturer does not emphasize on.

TOPIC 1: Introduction to Market Risk Management  

Learning Unit 1: Introduction to market risk management, including sources and challenges of market risk management, concepts relating to risk and return 

Learning Unit 2: An overview of the financial services industry 

TOPIC 2: Financial Markets 

Learning Unit 3: Financial Instruments 

Learning Unit 4: Managing Market Risk 

TOPIC 3: Market Risk 

Learning Unit 5: Value at risk 

Learning Unit 6: Interest rate risk, derivative risk, scenario analysis and stress testing  

TOPIC 4: Regulation 

Learning Unit 7: Regulation 

REVISION

We will cover at least for past papers and review current semester’s assignments. If students have other questions they encounter during revision they will get assistance as well.

NB! THE PURCHASE OF THIS MODULE GRANTS YOU ACCESS UNTIL YOU SIT FOR YOUR EXAMINATION FOR THE MODULE