INSTITUTE OF APPLIED MATHEMATICS
Last Updated:
28/08/2017 - 21:10

IAM543 - Regulation and Supervision of Financial Risks

Credit: 3(3-0); ECTS: 8.0
Instructor(s): Consent of IAM
Prerequisites: Consent of Instructor(s)

Course Catalogue Description

Rationale for Regulating/Supervising Financial Risks. International Regulatory & Supervisory Framework. Quantitative Techniques and Application (based on Excel/VBA/Cyristall Ball). Financial Scandals. Hedge Funds. Project works.

Course Objectives

This course is concerned with recent developments in the regulation and supervision of banking risks with special reference to Basel II within a regulatory and supervisory context. The course also aims to provide a rigorous account of issues on financial scandals with a special reference to banking. Finally the course aims to equip students with a rigorus understanding and application of financial risks within an Excel-based calculation environment.

Course Learning Outcomes

Course attendants will be able to understand the rationale for the regulation and supervision of financial risks and will grasp the recent methodologies for calculating financail risks such as market and credit risk.

Tentative (Weekly) Outline

Rationale for Regulating/Supervising Financial Risks. International Regulatory & Supervisory Framework. Quantitative Techniques and Application (based on Excel/VBA/Cyristall Ball). Financial Scandals. Hedge Funds. Project works.

More Info on METU Catalogue

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