Overview

Topic

This course encompasses the most important concepts of the finance theory for risk management, just as the instruments and markets. It covers the basic principles for the Certificate of Advanced Studies in Risk Management for Banking and Finance.

Target audience

The course aims at risk professionals, or those who interface with risk management disciplines on a very regular basis, who want to improve and expand their knowledge in risk management.

The course is also suitable for professionals preparing for the PRMIA Certificate.

Qualifications

Participants have a graduate degree and several years of working experience. A certain level of mathematical knowledge is very beneficial and helpful for successful completion. The course language is English.

Goal

Participants know the most important concepts of finance theory for risk management (portfolio theory and performance measurement) and the instruments and markets.

Course director

Prof. Dr. Erich Walter Farkas, Department of Banking and Finance, University of Zurich

Lecturers

Prof. Dr. Marc Chesney Department of Banking and Finance UZH
Prof. Dr. Erich Walter Farkas Department of Banking and Finance UZH
Prof. Dr. Markus Leippold Department of Banking and Finance UZH
Prof. Dr. Josef Teichmann Department of Mathematics ETH
Dr. Alexandre Ziegler Department of Banking and Finance UZH
Dr. Benjamin Wilding Department of Banking and Finance UZH

Examination

Written exam

Credits

Attestation of participation (3 ECTS)
Participants who also successfully complete the courses Mathematical Foundations of Risk Management and Risk Management Practices will receive a CAS in Risk Management for Banking and Finance. The credits can be transferred to the DAS in Finance and the MAS in Finance.

Method

Classroom attendance

Place & Date

Course duration: October 20, 2017 - February 23, 2018

Event Date Time Place
Lecture October 20, 2017 14.00 - 18.00 Zurich
Lecture October 21, 2017 09.00 - 18.00 Zurich
Lecture December 8, 2017 14.00 - 18.00 Zurich
Lecture December 9, 2017 09.00 - 18.00 Zurich
Exam February 23, 2018 09.00 - 11.00 Zurich

Application deadline: September 30, 2017

Cost

CHF 2'100.- including final exam