Fordham University            The Jesuit University of New York
 


Credit and Operational Risk Management

Credit and Operational Risk Management


This course delves more deeply into specific areas of credit and operational risk and risk management. Various methods of measuring default risk – from an actuarial as well as a market price perspective – will be reviewed. Techniques for measuring credit and managing credit risk exposure will be covered along with a treatment of credit derivatives and structured credit products. Significant topics in operational risk and firm-wide risk management will be covered in this course. This will include a discussion of risk capital, RAROC (risk-adjusted return on capital), and an introduction to extreme-value theory.

Professors: Raymar 
Syllabus

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