Risk Management - 3rd Trimester 2020/21

3.5 ECTs / Trimester-Long Course / English

In this course, we will analyze different sources of risk for firms and discuss in detail the tools available to managers to mitigate those risks. Most of our analysis will be focused on risk management in financial institutions for two interrelated reasons. First, these institutions are more exposed to financial risks than non-financial firms, due to the nature of their activities. Second, the importance of adequately managing these risks fosters the permanent creation of new tools to address them. ​This is an area of growing interest and high demand in the job market, after the large losses incurred during the global financial crisis due to failures in risk management systems. During the course we will look at the most recent developments in these models, reflecting many of the lessons learned during the crisis.

Prerequisites: Yes (see syllabus)

Faculty

Associate Professor (Visiting)
Diana Bonfim is a senior economist in the Economics and Research Department of Banco de Portugal, where she works since 2001. Diana holds a Ph.D in Economics…
Assistant Professor
Eva Schliephake is an assistant professor at the Católica Lisbon School of Business & Economics. Her research focuses on the impact of regulation on financial…