UMD BUFN 747 Entire Course

University of Maryland BUFN 747 Asset-Liability and Nonfinancial Risk Management Entire Course

 

This course surveys risks and techniques associated with asset-liability and nonfinancial risks including market and interest rate risk, liquidity risk, operational risk, and model risk, among others. Techniques such as portfolio value-at-risk (VaR) are used in realistic empirical examples to illustrate the methods. Key rate duration, principal components analysis, and analytical and simulation-based VaR techniques are used to estimate interest rate risk exposure for financial firms. Hedging these risks using various financial derivative products such as options, swaps, and futures contracts are explored. Operational risk is estimated leveraging Poisson loss distributions and model risk and validation techniques are reviewed.

Note: This entire course includes discussions, assignments, course projects, and exams.


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