Programme

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

At the end of the course, students will be able 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.

Syllabus >

Faculty

Prof. Paulo Viegas de Carvalho

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