MFM 714 / Topics in Risk Management

3 unit(s)

Prerequisite(s): Must be enrolled in MFM program.

Modern trends and topics in risk management are studied in course modules that are changed and adapted to follow the current issues and needs in the financial industry. Guest speakers from industry contribute teaching on topics of immediate relevance in practice. Topics include: Credit Risk Capital, Counterparty Risk, Risk in Retail Portfolios, Algorithmic and High Frequency Trading, Financial Technologies, and additional topical issues of capital quantification and risk management as identified by industry partners.