The Course aims at analyzing the role of risk management and the problems connected with the evaluation and the management of financial risks for financial institutions. It provides, first of all, an in-depth insight about the features of the various types of risks to which financial intermediaries are exposed as well as of the main methods used in order to measure and evaluate such risks. A considerable attention is dedicated to both the organizational requirements and implications of these activities and the impact of EU and national regulation. Furthermore, the Course provides the knowledges needed to understand the meaning and the objectives of different risk-adjusted performance measures, as well as the logic and the managerial problems of the capital allocation process at banks.
- Enseignant: Mario Valletta