Financial Risk Management

Programme

The global financial crisis of 2008 destroyed nearly $34 trillion from global stock markets and drew attention to many financial risk management malpractices. The occurrence of such event, which resulted in more stringent regulation for financial institutions, makes financial risk management one of the most challenging finance topics worldwide nowadays.

This course aims to provide theoretical and applied knowledge on the most relevant issues and methods required for a sound financial risk management, enabling students to:

• Understand and identify the main sources of financial risk
• Be acquainted with the implementation of integrated risk management systems in the organizations
• Be able to apply the most accurate methods of risk assessment within each risk category
• Be able to evaluate the risk of a single asset and a portfolio of assets
• Identify the main differences between regulatory and economic capital
• Understand the basics underlying the process of financial institutions supervision and the minimum capital requirements determination

Faculty

Prof. Paulo Viegas de Carvalho

• Department of Finance at Iscte;
• PhD in Finance, Iscte
• Advisor on Financial Risk Modelling and Management