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1、Sy11abusofRiskManagement风险管理教学大纲CourseCode（课程代码）：FIN368CourseName（课程名称）：RiskManagement/风险管理Semester（开课学期）：6Credits（学分）/AcademicHoiirs（学时）:3/48CourseType（课程类别）：ReqUiredCOUrSe（必修课）PrereqI1iSite（S）（先修课程）:Basicknow1edgeoffinanceOfferedby（开课单位）：SChOoIofEconomicsandManagement（经济与管理学院）PreParedby（执笔人）：Cheah
2、HonFOOngReVieWedby（审核人）:BiZhantian（毕占天）Approvedby（审批人）：1iUHOnggmin（刘洪民）1. CourseOverview（inc1udingcoursedescription,objectives,outcomes,content）【课程简介（包含课程性质、目的、任务和内容”Thiscoursedea1swiththewaysinwhichrisksarequantifiedandmanagedbyfinancia1institutions.Thetopicscoveredarethenatureoffinancia1institutio
3、nsandtheirregu1ation,marketrisk,creditrisk,1iquidityrisk,andthe1essonfromthecreditcrisiswhichstartedin2007.2. MethodsofInstruction（教学方法）1ecturing,Q&A,c1assdiscussion,anddemonstratingmethodsaremain1yusedformostof1ectures.Inaddition,presentation,quizzes,researchpaperandhomeworkassignmentarea1sogivenin
4、duetimetocheckthestudents1earningoutcomes.3. In-c1assandExtracurricu1arTeachingand1earningArrangementandBasicRequirements（课内外教学环节教学安排及基本要求）Teachingand1earningcomponentsandacademichoura11ocationareshowninTab1e3-1Tab1e3-1Teachingand1earningComponentsandAcademicHourA11ocationNo.CourseContentIn-c1assAca
5、demicTeachingHoursExtracurricu1arHours1Introduction:RiskandReturnforInvestorandCompanies442P1ainVani11ainstruments,ExchangesandShortSe11ing443HowTradersManagetheirRisk444Interestraterisk,DurationandConvexity445Vo1ati1ityandmeasuringusinghistorica1data446Measuringdai1yVo1ati1ity,corre1ation447Va1ueat
6、Risk,Historica1Simu1ationmethods448ReviewandMidtermExam44No.CourseContentIn-c1assAcademicTeachingHoursExtracurricu1arHours9Va1ueatRisk:Mode1bui1ding叩ProaCh4410CreditRisks4411BanksandBankingRegu1ation:Base1II4412BankingRegu1ation:Base1II(continued)andReview44Tota148484. Extracurricu1ar1earningRequire
7、ments(课外学习要求)Studentsarerequiredtospendextracurricu1arhoursbeforec1ass,toacquaintancethemse1veswiththebasicconceptsandtermino1ogies,aswe11asafterc1ass,forhomeworkassignments.Forextracurricu1ar1earningmateria1s,seethereferences1istedinPart7.1earningthroughsearchenginesandE-1eamingarea1soencouraged.Th
8、erewi11behomeworkassignmentsevery1-2weeks.Youmaydiscusshomeworkquestionswithyourc1assmates;however,ithastobeyourindividua1work.Youhavetosubmityourso1utionfi1eforeachassignmentimmediate1yafteryouarenotified.Theduedateforeachassignmentwi11beannouncedwhenthehomeworkareassigned.1atesubmissionwi11causepe
9、na1tyonthegrade.P1agiarisminassignmentsisconsideredasacademicdishonestyandfai1inggradesinaparticu1arassignmentwi11begivenforthestudentsinvo1vedinp1agiarismaccordingtotheseriousnessofoffense.Thestudentsmaya1soberequiredtosubmitaresearchpaperwhichisregardingriskmanagementtheoryand/oritsapp1ications,on
10、ecurrentandrea1-wor1dfinanceissueandsoon.Thepurposeofthispaperistoimprovetheabi1ityofacademicresearch.Thetopicofthepapercaneitherbechosenbythestudentsthemse1vesbasedondiscussionwiththeteacherorbegivenbytheteacherdirect1y.TheHna1versionofthepapershou1dbesubmittedno1aterthan16(hweekofthesemester.1ates
11、ubmissionwi11causepena1tyonthegrade.5. GradingPo1iCy(考核内容及方式)GradingSystem:Hundred-marksystem();Five-gradesystem();Two-gradesystem()(1) Five-gradesystem:A:fromIOOto90;B:from89to80;C:from79to70;D:from69to60;F:be1ow60(2) Two-gradesystem:P:from100to60;F:be1ow59Eva1uationType:Exambased();Non-Exambased()
12、Thecourseeva1uationgradeisproportionate1ycomposedofin-semestereva1uationandHna1examasfo11ows: 70%assessmentinin-semestereva1uationwhichinc1udesc1assattendance(10%),homeworkassignments/presentations(30%),Midtermexam(30%).SchIpo1icydictatesthatattendanceismandatory.Studentsshou1dcometoeveryc1assontime
13、,stayfortheentirec1ass,andbeattentiveduringthec1assexceptforfami1yorhea1thre1atedemergencies.Ifyoudomissac1assitisyourresponsibi1itytoget1ecturenotesandassignmentsfromanotherstudent.Ifyoumissmorethanthreec1assestheInstructorreservestherighttodropyoufromthecourse. 30%assessmentinfina1exam.Theexamdura
14、tionis2hours.Thefina1examswi11focusonthetext,1ecturesandhomeworkassignments.AcademicHonestyStandardsItisthestudentsresponsibi1itytofami1iarizehimse1forherse1fwithandadheretotheUniversitystandardssetforthinthepo1iciesoncheatingandp1agiarism.6. ContinuousImprovement(持续改进)Accordingtothefeedbacksfromstu
15、dentsandsupervisorsofteachingand1earningduringinsemestereva1uation,c1assdiscussions,na1exam,etc.,teachingand1earningapproachesofthiscourseshou1dbeimprovedtime1yandcontinuous1ysothatattainmentofthecorrespondinggraduateattributescanbeguaranteed.7. Textbook(s)andReferences(教材及参考资料)SuggestedTextbook(s):RiskManagementandFinancia1Institutions,fourtheditionbyJohnC.Hu11References:1 Financia1InstitutionandManagement:ARiskManagementApproach,seventhedition
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