本課程主要以風險的衡量與管理議題為主。金融創新為金融體系注入效率性與流動性，其中金融工具多樣性雖滿足各方需求卻也隱含商品設計之複雜化，提高潛藏的風險，而投資是個人未來在進行資產管理的必要選擇，本課程目的除了對金融風險管理作廣泛性的介紹，透過金融風險的定義、信用風險的量化模型以及風險管理的進行讓學生對於風險管理有通盤性的瞭解，以及分享風險管理時事案例。期許透過分組討論、資料蒐集與分析，引領學生進行實務操作，培養學生具備專門的風險管理知識與技能。This course mainly focuses on the measurement and management of risks. Financial innovation injects efficiency and liquidity into the financial system. Although the diversity of financial instruments meets the needs of all parties, it also implies the complexity of product design and increases potential risks. Investment is a necessary choice for individuals to manage their assets in the future. The purpose of this course is not only to provide a broad introduction to financial risk management, but also to provide students with a comprehensive understanding of risk management through the definition of financial risk, the quantitative model of credit risk and the implementation of risk management, as well as to share current cases of risk management. It is expected that through group discussions, data collection and analysis, students will be led to carry out practical operations and develop students with specialized risk management knowledge and skills.
本課程之研究主題主要是以經濟學相關議題為主。本課程的進行方式由學生自行分組並選擇有興趣之研究主題，透過與專題指導老師討論研究方向與內容後，再由同學分組進行研究資料之蒐集、整理與分析，定期與指導老師進行研究專題之討論，另需於學期末完成專題研究之書面報告與口頭報告。
The research topics of this course are mainly economics-related issues. The way this course is conducted is that students are divided into groups and choose research topics of interest. After discussing the research direction and content with the topic instructor, students are then divided into groups to collect, organize and analyze research data, and conduct research topics with the instructor on a regular basis. discussion, and a written report and an oral report on the topic research must be completed at the end of the semester.
陳達新、周恆志/財務風險管理-工具衡量與未來發展(三版)/雙葉書廊有限公司
汪逸真、絲文銘、鄭昌錞／財務風險管理(二版)／新陸書局股份有限公司
Chen Daxin, Zhou Hengzhi/Financial Risk Management-Tool Measurement and Future Development (Third Edition)/Shuangye Bookstore Co., Ltd.
Wang Yizhen, Si Wenming, Zheng Changchun/Financial Risk Management (Second Edition)/Xinlu Book Company Co., Ltd.
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| 課堂參與度課堂參與度 class participation |
20 | |
| 相關文獻簡報相關文獻簡報 Relevant literature briefing |
20 | |
| 書面報告書面報告 written report |
30 | |
| 期末報告期末報告 Final report |
30 |
