Valuation Risk Models

This course introduces several valuation techniques and risk models, including specific measures of financial risk, the definition of economic and regulatory capital, the models on option and fixed income valuation etc. The purpose of the course is to equip students with right mindsets and necessary knowledge and skillsets of completing Valuation and Risk Models in the GARP FRM? Exam Part I.

AUs	3.0 AUs
Exam	28 November 2024, 9.00 am - 11.30 am
Grade Type	N/A
Maintaining Dept	N/A
Prerequisites
Mutually Exclusive With
Not Available To Programme	N/A
Not Available To All Programme With	(Admyr 2011-2019)
Not available as Core for programmes	N/A
Not Available as PE for programmes	N/A
Not Available as BDE/UEs for programmes	N/A
Not Offered To	N/A

Total hours per week: 3 hrs

Available Indexes

	Mon	Tue	Wed	Thu	Fri
1900		00334 SEM (1) 1900-2150 Tue S3-SR6
1930
2000
2030
2100
2130

Other Relevant Mods

BR2207

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BR2208

Foundation Of Risk Management

BR3208

Operational Risk Management

BR3211

Operational Risk & Resiliency

BR3212

Computing Solutions For Risk Management & Insurance

BR3229

Climate Risk Analytics