EPN-V2

ØABED4300 Risk Management Course description

Course name in Norwegian
Risikostyring
Study programme
Master Programme in Business Administration
Weight
10.0 ECTS
Year of study
2021/2022
Curriculum
FALL 2021
Schedule
Programme description
Course history

Introduction

Pass/fail.

Recommended preliminary courses

Applied Statistical Methods, Corporate Finance and Financial Markets.

Required preliminary courses

Contact lecturer approves grade after recommendation from practical training supervisor. The final decision on whether to award a pass or fail grade is made by the university.

Learning outcomes

SYKKPRA50 and SYKPRA50 overlap 100 %.

Content

The course covers the following topics:

  • The need for risk management
  • Risk in selected markets: currency, commodity, financial securities
  • Methods to measure and quantify risk
  • VaR, stress testing, simulation and other methods
  • Risk management: neutralisation, diversification, insurance

Teaching and learning methods

The course is taught in plenary lectures, and students work on and discuss different assignments in groups and plenary sessions.

Course requirements

In order to be able to register for the exam, the student must have the following approved work requirements:

Students have to hand in written assignments by set deadlines during the semester. The scope of the assignment (number of pages) varies depending on the nature of the assignment. If the assignment is not approved, the student will be given one opportunity to submit an improved version. The lecturer will inform students of deadlines for submission.

Assessment

Written school exam (4 hours).

Permitted exam materials and equipment

Calculator (see separate regulations).

One dictionary (either first language-English/English-first language or English/English)

Grading scale

Grading scale A to F.

Examiners

An internal and an external examiner will grade the exam.

A selection of at least 25% of the exam papers will be assessed by two examiners. The grades awarded to exam papers assessed by the external and internal examiner will be used to determine the level of all exam papers.