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as of 12/12/2017

FINANCIAL RISK MANAGEMENT
Country - Partner Institution - Programs: China - Peking University, Beijing - 'Peking Univ.', 'Peking University with Internship'
UC Course SubjectBusiness Administration
Economics
Number & Suffix: 153
Full UC Title: FINANCIAL RISK MANAGEMENT 
Transcript Title: FINANCIAL RISK MGMT 
UC QTR Units - Division: 3.0 - Upper Division 
Course Description: This course introduces tools to evaluate and manage risks using an enterprise-wide approach. Most of the course deals with financial risk starting with an analysis of how risk management contributes to firm value. The course introduces the general framework for how to use risk management to create value. The course then examines the measurement and management of market risks, cash flow risk for non-financial firms, interest rate risks, credit risks, and operational risks. The course turns next to the implementation issues of enterprise-wide risk management, showing how to aggregate risks across the firm and how to use a firm-wide risk measure to make various corporate decisions and to evaluate performance within the firm. The course finishes with a discussion of recent issues in risk management. The emphasis of the course is on creating value with risk management rather than on the technical details of statistical measurement and pricing of derivatives. Risk management problems for financial intermediaries as well as for firm outside the financial sector are examined. Texts: John C. Hull, RISK MANAGEMENT AND FINANCIAL INSTITUTIONS, Derivatives and Risk Management, AND Rene M. Stulz, DERIVATIVES AND RISK MANAGEMENT. Assessment: group assignment (45%), attendance and participation (15%), final exam (40%). 
Language of Instruction: English
 
Partner Title: FINANCIAL RISK MANAGEMENT 
Partner University Department: Guanghua School of Management 
Partner University Course Number: 02831680