The course introduces students to the basic financial risks faced by banks and other financial institutions. As part of this course, students are introduced to the role and importance of efficient functioning of the risk management function in financial institutions, the "best practice" approach to designing and implementing the tool for measuring and managing risk in financial institutions, contemporary models for measuring risk exposures (in accordance with the recommendations profession and current regulatory guidelines - Basel II, CRD, Solvency II), and finally the interpretation of model results and the use of risk-adjusted returns as a quality foundation for decision-making and management of the financial institution.
In this context, we will analyse the main types of risk management in financial institutions and credit, market and operational risk.
- Teacher: Lucija Burić
- Teacher: Darko Horvatin