This course is divided in 3 sections:
- Risk Management in context ;
- Risk Management framework ;
- Risk Management applications.
Entreprise Risk Management: from incentives to controls", James Lam, Wiley 2014.
Papers distributed during the course
Lectures based on slides and papers
Students will also be required to develop a simplified economic capital model (ECM) and present an analysis made with their model.
Written examination + paper describing their approach to develop the ECM and findings
- Teacher: De Longueville Philippe