FRE 6731 Basel 2 and Value at Risk

1.5 Credits

This course addresses financial risk management and particularly focuses on Basel 2 directives and Value at Risk (VaR), a method to assess risk that employs standard statistical techniques routinely used in other fields. VaR analysis is used by bank and corporate managers and by financial market regulators.

Corequisite(s): FRE 6711.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0