Objectives of Programme's Learning Outcomes

• In an active and integrated manner, master knowledge in the various fields of management and use them effectively in a professional context.
• Integrate highly specialised knowledge in different fields of management.
• Appropriately mobilise expertise taking into account the constraints and resources in the situation encountered.
• Be independent and regularly adapt to new contexts.
• Monitor knowledge and methodological approaches in order to evolve their thinking and practice.

Learning Outcomes of UE

After completing this teaching unit, students will be able to use and apply advanced methods in risk assessment and modeling, and to take decisions based on scenario analyses.

UE Content: description and pedagogical relevance

The course provides deeper insights into the "Greek letters" that are used to assess different dimensions of financial risks before developing hedging solutions to deal with them. In addition, the course will present some generalities about time series models (MA, AR, GARCH) that are frequently used for volatility estimations in risk assessment and modeling methods. These methods will be thoroughly investigated in order to provide key insights into their strengths and weakness for risk assessment and modeling.

 

Prior Experience

Not applicable

Type(s) and mode(s) of Q1 UE assessment

• Written examination - Face-to-face
• Production (written work, report, essay, collection, product, etc.) - To be submitted online

Q1 UE Assessment Comments

Written examination: 85%
Work: 15%

Type(s) and mode(s) of Q1 UE resit assessment (BAB1)

• N/A - Néant

Q1 UE Resit Assessment Comments (BAB1)

Not applicable

Type(s) and mode(s) of Q3 UE assessment

• Written examination - Face-to-face

Q3 UE Assessment Comments

Written examination: 100%