Controlling 2

Mode of delivery

face to face

Type

compulsory

Prerequisites and co-requisites

Customer Business, Controlling 1, Financial Mathematics/Statistics, Financial Markets

Infos

Degree programme

Banking and Finance (engl.)

Cycle

Bachelor

ECTS Credits

6.00

Language of instruction

English

Curriculum

Full-Time

Academic year

2021

Semester

4 SS

Incoming

No

Learning outcome

After successful completion of the module, students can • assess market risk and operational risk within a bank • identify and manage risks • perform the VaR calculation of the market risk and independently design a VaR model for small portfolios • apply back and stress testing methods for market risk • explain the management options for market risk • interpret methods and difficulties in measuring operational risk and management tools • outline regulations for both market and operational risk • analyse and evaluate portfolios consisting of different financial instruments according to their risk and return • independently create a portfolio according to predefined parameters such as return and risk • hedge individual risks in portfolios (e.g. delta, convexity) • decide which derivatives can efficiently hedge an existing portfolio

Course code

1229-19-01-VZ-EN-M16