KZ

Управление кредитными и рыночными рисками

  • Credit risk is one of the major risks faced by financial institutions. Market risk is the risk that asset prices will change due to adverse movements in market conditions. It includes effect of interest rate risk, foreign exchange risk, equity risk and other financial risks on the trading portfolio of the financial institution. Course deals with identification, measurement, and management of credit risk and market risk using internal and external rating systems, credit risk models, and value at risk applications. Issues of regulation and compliance are also discussed.
  • Образовательная программа 7M07200 Магистр по специальности деловое администрирование
  • ВУЗ Университет КИМЭП
  • Кредитов 5
  • Селективная дисциплина
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