本課程主要目的，在於完整且深入的介紹個別投資人及金融機構面臨的各種風險，以及衡量、管理這些風險的工具與方法。課程涵蓋範圍包括市場風險 (market risk)、信用風險 (credit risk)、經營風險 (operational risk)、巴塞爾資本協定、以及全球金融風險議題等，期使學生對金融風險管理的範籌與控管方法有完整的認識。The main purpose of this course is to provide a complete and in-depth introduction to the various risks faced by individual investors and financial institutions, as well as the tools and methods for measuring and managing these risks. The course covers market risk, credit risk, operational risk, Basel Capital Accord, and global financial risk issues, etc., aiming to equip students with the scope and control of financial risk management. There is a complete understanding of the method.
教師講義
Teacher handouts
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| 期中、期末分組報告及討論期中、期末分組報告及討論 Midterm and final group reports and discussions |
70 | |
| 出席及上課參與度出席及上課參與度 Attendance and class participation |
30 |
