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MSRM 760 - Risk Measurement Modeling (2)

Develops advanced applications of the risk models developed in earlier courses. Applications include developing stress tests for VaR that meet Basel II and III standard scenarios, KMV models for credit risk modeling, risk management for CD's and case studies in model risk. Prerequisites: ECON 752 or MSRM 752. Restricted to Financial Analysis, Investor Relations, Business Administration, Business Administration, Business Administration, Business Administration, Financial Analysis, and Risk Management majors.