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
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 2025/2026The 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.
1° Year
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2° Year activated in the A.Y. 2014/2015
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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.
Financial risk management (2014/2015)
Teaching code
4S02484
Teacher
Not yet assigned
Credits
9
Language
Italian
Scientific Disciplinary Sector (SSD)
SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
Period
primo semestre dal Sep 15, 2014 al Jan 9, 2015.
Learning outcomes
The main techniques for quantifying market, credit and liquidity risk of a financial portfolio will be presented. Some aspects of the Basel III framework will be discussed.
Program
1. Types of risks
2. VaR, ES and market risk
3. Credit risk
4. Liquidity risk
5. Basel III
Textbook
Christoffersen P. "Elements of financial risk management" (2a Ed.), Academic Press, 2012
Examination Methods
Written (compulsory). Oral (optional).
