FORMATIONS |
Fiche détaillée d'un cours
 | SYSTEMIC RISK | ||
2018-2019 | FrIESEG School of Management
(
IÉSEG
)
| ||
Code Cours : | 1819-IÉSEG-M1S1-FIN-MA-EI76UE | FINANCE | |
| Niveau | Année de formation | Période | Langue d'enseignement |
|---|---|---|---|
| Master | 1 | S1 | FrEnglish |
| Professeur(s) responsable(s) | L.WAGALATH |
|---|---|
| Intervenant(s) | Lakshithe WAGALATH |
- Ce cours apparaît dans les formations suivantes :
- IÉSEG > IESEG Degree - Programme Grande École > Semester 1 > 2,00 ECTS
Pré requis
Understanding of financial markets and financial securities (course of 3rd year fo financial markets)
Objectifs du cours
At the end of the course the student should be able to :
Understand the concept of systemic risk
Understand how direct contagion works and how to measure it
Understand how indirect contagion works and how to measure it
Understand in-depth the example of the crisis of 2007/2008
Learn about regulatory measures to tackle systemic risk
Contenu du cours
Chp1 Introduction
Chp2 Direct contagion effects through counterparty risk
Chp3 Indirect contagion effects through fire sales
Chp4 The crisis of 2007/2008
Chp5 New macro regulation developed to tackle systemic risk
Modalités d'enseignement
Organisation du cours
| Type | Nombre d'heures | Remarques | |
|---|---|---|---|
| Independent work | |||
| E-Learning | 10,00 | ||
| Independent study | |||
| Estimated personal workload | 10,00 | ||
| Face to face | |||
| Interactive class | 16,00 | ||
| Charge de travail globale de l'étudiant | 36,00 | ||
Méthodes pédagogiques
- E-learning
- Interactive class
- Tutorial
Évaluation
Final examination with open questions and quantitative exercices
| Type de Contrôle | Durée | Nombre | Pondération |
|---|---|---|---|
| Final Exam | |||
| Written exam | 2,00 | 1 | 100,00 |
| TOTAL | 100,00 | ||
Bibliographie
- The Squam lake report -
- Inside Job -
* Informations non contractuelles et pouvant être soumises à modification
