Course
CRS-0204-02-005Advanced Risk Modelling
advancedactive
Advanced risk modelling including credit risk, market risk, and operational risk.
Advanced Risk Modelling
advancedactive
Also known as: Advanced Risk
| Course name | Advanced Risk Modelling |
|---|---|
| Course code | CRS-0204-02-005 |
| Canonical ID | urn:taxonomy:cip-aligned:course:0204-02-005 |
| Level | advanced |
| Status | active |
| Subject | Risk Modelling (SUB-0204-02) |
| Discipline | Actuarial Science (DIS-0204) |
| Category | Mathematics and Physical Sciences (CAT-02) |
Advanced risk modelling including credit risk, market risk, and operational risk.
Credit hours
| Min | 3 |
|---|---|
| Max | 3 |
| Type | semester |
Contact hours
| Lecture | 3 |
|---|---|
| Lab | 0 |
| Studio | 0 |
| Clinical | 0 |
| Practicum | 0 |
Learning outcomes
- Model credit risk.
- Model market risk.
- Model operational risk.