Studying at the University of Verona

Here you can find information on the organisational aspects of the Programme, lecture timetables, learning activities and useful contact details for your time at the University, from enrolment to graduation.

Study Plan

A.A. 2024/2025 A.A. 2023/2024 A.A. 2022/2023 A.A. 2021/2022 A.A. 2020/2021 A.A. 2019/2020 A.A. 2018/2019 A.A. 2017/2018 A.A. 2016/2017 A.A. 2015/2016 A.A. 2014/2015 A.A. 2013/2014 A.A. 2012/2013 A.A. 2011/2012 A.A. 2010/2011 A.A. 2009/2010

This information is intended exclusively for students already enrolled in this course.
If you are a new student interested in enrolling, you can find information about the course of study on the course page:

Laurea magistrale in Banca e finanza - Enrollment from 2025/2026

The Study Plan includes all modules, teaching and learning activities that each student will need to undertake during their time at the University.
Please select your Study Plan based on your enrollment year.

CURRICULUM TIPO:

1° Year 

ModulesCreditsTAFSSD
9
B
IUS/04
9
B
SECS-P/05
9
B
SECS-P/11
9
C
SECS-P/11
9
B
SECS-P/11
6
B
SECS-P/01
9
B
SECS-S/06

2° Year   activated in the A.Y. 2017/2018

ModulesCreditsTAFSSD
6
B
SECS-P/11
6
B
SECS-P/09
9
C
SECS-P/11
9
B
SECS-S/03
6
F
-
15
E
-
activated in the A.Y. 2017/2018
ModulesCreditsTAFSSD
6
B
SECS-P/11
6
B
SECS-P/09
9
C
SECS-P/11
9
B
SECS-S/03
6
F
-
15
E
-
Modules Credits TAF SSD
Between the years: 1°- 2°
9
D
-

Legend | Type of training activity (TTA)

TAF (Type of Educational Activity) All courses and activities are classified into different types of educational activities, indicated by a letter.

A Basic activities
B Characterizing activities
C Related or complementary activities
D Activities to be chosen by the student
E Final examination
F Other training activities
S Placements in companies, public or private institutions and professional associations

Financial risk management  (2017/2018)

Teaching code

4S02484

Teacher

Enrico Moretto

Coordinator

Enrico Moretto

Credits

9

Language

Italian

Scientific Disciplinary Sector (SSD)

SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES

Period

Primo Semestre Magistrali dal Oct 2, 2017 al Dec 22, 2017.

Lessons timetable MoodleMoodle Seminars 0

Learning outcomes

The goal of the Financial Risk Management (2017-18) course is to present the contents of the main quantitative models financial institutions apply to manage the various ways risk arise in financial markets.

Program

Tentative outline for the course is as follows:
1) interest rate risk management
2) coherent measures of risk: Value-at-Risk and Expected Shortfall
3) structural models: Merton (1974), Black and Cox (1976), and Leland (1994)
4) Jarrow, Lando and Turnbull (1997) rating-based model
5) exogenous bankruptcy models
6) KMV model and discriminant analysis
7) Introduction to copula functions. Li (2001) model. Concordance meaures
8) xVA (Value Adjustment) model to evaluate the effect of derivative contracts into banks balance sheets

Reference texts
Author Title Publishing house Year ISBN Notes
A. F. McNeil, R. Frey, P. Embrechts Quantitative Risk Management:Concepts, Techniques and Tools Princeton University Press 2015

Examination Methods

The final exam contains:
a) a project work to be done either singularly or in very small groups of studenti (max 4 points)
b) a written exam composed of two question to be chosen out of the three that will be given (max 28 points)

Before attending the written exam the project work has to be handed in.

Students with disabilities or specific learning disorders (SLD), who intend to request the adaptation of the exam, must follow the instructions given HERE