Course Information

FRE6731 Basel 2 and Value At Risk

Credits: 1.50

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.

Co-requisite: FE 6711 and Graduate Standing.

Additional material: FRE 6731 BASEL 2 AND VALUE AT RISK.pdf