SUMMARY

This course is divided in 3 sections:

- Risk Management in context ;
- Risk Management framework ;
- Risk Management applications.
 
BIBLIOGRAPHY

Entreprise Risk Management: from incentives to controls", James Lam, Wiley 2014.

Papers distributed during the course

TEACHING METHOD

Lectures based on slides and papers

Individual readings

Students will also be required to develop a simplified economic capital model (ECM) and present an analysis made with their model. 

ASSESSMENT

Written examination + paper describing their approach to develop the ECM and findings