Risk Modeling

After taking this subject students are expected to be able to: (1) synthesize risk measurement and risk modelling based on relevant literature, and (2) utilize required tools and methods in risk modeling. This course comprises of theoretical and empirical perspectives of the development in risk modeling. This course is designed into two parts. The first will give a comprehensive framework of risk models including market, credit, and operational risk. The last part will give students broad perspectives on regulatory frameworks and recent empirical studies in Indonesia. The students are assumed to have basic understanding of financial mathematics and econometrics.

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