Financial Risk Analysis

Course leader: Dr Anxo Calvo Silvosa
Invited lecturer: Abderezak Ali Abdurehman
Home Institution: Yildrim Bezayit University, Turkey
Brief description of the course

The Financial Risk Analysis course presents all the techniques and practices of risk assessment ranging from the simplest to the most innovative approaches. It proposes an assessment of credit, market and liquidity risk with a deepening of banking practices in this area.

Topic list

Market risk
Credit risk
Liquidity risk
Financial stability and systemic risk
Econometrics of finance

Reading list

Carol, A. (Market Risk analysis), John Wiley. Vol 1, 2, 3 and 4

 

Registration and fees