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
2022/2023
Curriculum
FALL 2022
Schedule
Programme description
Course history

Introduction

The course will use varied, student-active work methods.;The teaching will primarily be digital, but supplemented by seminars on campus during the course.;

Work and teaching methods include digital lectures, digital group assignments, self-study and;in-depth and reflection assignments at seminars on relevant topics.;The students will give oral presentations at the seminars and receive feedback on their group work from fellow students and the lecturer.

Recommended preliminary courses

Econometrics, Corporate Finance, and Financial Markets.

Required preliminary courses

The following must have been approved in order for the student to take the exam:;

  • Oral presentation in groups of 2-5 students

Learning outcomes

Written home exam over the course of 5 days in groups of 3-4 students, up to 3,500 words

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

All aids are permitted, as long as the rules for source referencing are complied with.

Course requirements

Grade scale A-F.

Assessment

One external and one internal examiner will assess all exams.

Permitted exam materials and equipment

The following aids are permitted:

  • One dictionary (Native language-English/English-native language or English-English).
  • Calculator (as specified in regulations for use of calculator).

Grading scale

Grade scale A-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.