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.


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.


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


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. Karl Schmedders Department of Busines Administration UZH
Prof. Dr. Josef Teichmann Department of Mathematics ETH
Dr. Alexandre Ziegler Department of Banking and Finance UZH
Dr. Georg Pristas Head of Risk Portfolio Analysis Wealth Management UBS
Sandro Schmid Managing Partner at AAAccell


Written exam


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.


Classroom attendance

Place & Date

Course duration: October 19, 2018  - March 1, 2019

Event Date Time Place
Lecture 19.10.2018 14.00 - 18.00 Zurich
Lecture 20.10.2018 09.00 - 18.00 Zurich
Lecture 07.12.2018 09.00 - 18.00 Zurich
Lecture 08.12.2018 09.00 - 18.00 Zurich
Exam 01.03.2019 09.00 - 11.00 Zurich
Repeating exam
(single date; oral)
31.05.2019 09.00 - 13.00 Zurich

Application deadline: September 30, 2018


CHF 2'100.- including final exam