OUR ACADEMIC DEPARTEMENTS |
Lesson details
 | SYSTEMIC RISK | ||
2018-2019 | EnIESEG School of Management
(
IÉSEG
)
| ||
Class code : | 1819-IÉSEG-M1S1-FIN-MA-EI76UE | FINANCE | |
| Level | Year | Period | Language of instruction |
|---|---|---|---|
| Master | 1 | S1 | EnEnglish |
| Academic responsibility | L.WAGALATH |
|---|---|
| Lecturer(s) | Lakshithe WAGALATH |
- This class exists in these courses :
- IÉSEG > IESEG Degree - Programme Grande École > Semester 1 > 2,00 ECTS
Prerequisites
Understanding of financial markets and financial securities (course of 3rd year fo financial markets)
Learning outcomes
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
Course description
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
Class type
Class structure
| Type of course | Numbers of hours | Comments | |
|---|---|---|---|
| Independent work | |||
| E-Learning | 10,00 | ||
| Independent study | |||
| Estimated personal workload | 10,00 | ||
| Face to face | |||
| Interactive class | 16,00 | ||
| Total student workload | 36,00 | ||
Teaching methods
- E-learning
- Interactive class
- Tutorial
Assessment
Final examination with open questions and quantitative exercices
| Type of control | Duration | Number | Percentage break-down |
|---|---|---|---|
| Final Exam | |||
| Written exam | 2,00 | 1 | 100,00 |
| TOTAL | 100,00 | ||
Recommended reading
- The Squam lake report -
- Inside Job -
* This information is non-binding and can be subject to change
