Course Code and Name: SEEM3580 Risk Analysis for Financial Engineering

Course Objectives:

 

This course provides students with an understanding the way in measuring and managing various financial risks such as interest rate, market, credit, foreign exchange, operational and liquidity risks facing a financial institution. The course starts with an introduction to how different kind of financial risks affect the financial institutions. Various methods in measuring and managing those risks are then introduced.

Course Outcomes:

 

1.                  Competent to identify risks facing a financial institution.

2.                  Able to understand how to asses the impact of different financial risks on a financial institution.

3.                  Able to grasp the idea on managing the financial risks.

 

 

 

 

 

 

Programme Outcomes:

(P1)    The ability to apply knowledge of mathematics, science, and engineering appropriate to the degree discipline (K/S)

(P2)    The ability to design and conduct experiments, as well as to analyze and interpret data (K/S)

(P3)    The ability to design a system, component, or process to meet desired needs within realistic constraints, such as economic, environmental, social, political, ethical, health and safety, manufacturability and sustainability (K/S)

(P4)    The ability to function in multi-disciplinary teams (S/V)

(P5)    The ability to identify, formulate, and solve engineering problems (K/S)

(P6)    The understanding of professional and ethical responsibility (V)

(P7)    The ability to communicate effectively (S)

(P8)    The ability to understand the impact of engineering solutions in a global and societal context, especially the importance of health, safety and environmental considerations to both workers and the general public (V)

(P9)    The ability to recognize the need for, and to engage in life-long learning (V)

(P10) The ability to stay abreast of contemporary issues (S/V)

(P11) The ability to use the techniques, skills, and modern engineering tools necessary for engineering practice appropriate to the degree discipline (K/S)

(P12) The ability to use the computer/IT tools relevant to the discipline along with an understanding of their processes and limitations (K/S/V)

(P13) The ability to apply the skills relevant to the discipline of operations research and information technology and their applications in engineering and managerial decision making, especially in financial services, logistics and supply chain management, business information systems, and service engineering and management (K/S)

 

K = Knowledge outcomes

S = Skills outcomes

V = Values and attitude outcomes

Weights (in %):

P1

P2

P3

P4

P5

P6

P7

P8

P9

P10

P11

P12

P13

Other

Total

30%

 

 

 

20%

 

 

 

10%

10%

 

5%

25%

 

100%

Course Outcome(s) is/are measurable or not: Yes / Yes (Partial) / No (Please choose). If Yes, please suggest ways to measure:

 

This course contributes to

(P1) by teaching elements of it, and giving students practice in applying them. It could be measured by assignments and examinations.

(P5) by teaching elements of it, and giving students practice in applying them. It could be measured by assignments and examinations.

(P9) by teaching elements of it, and giving students practice in applying them. It could be measured by assignments.

(P10) by its teaching elements and supplementary reading materials.

(P12) by teaching elements of it. It could be measured by assignments.

(P13) by teaching elements of it. It could be measured by assignments and examinations.