《风险管理》课程教学大纲英文版

1、Syllabus of Risk ManagementCourse Name： Risk ManagementCourse Code：Credits： 3Total Credit Hours： 48Lecture Hours： 42Experiment Hours： 6Programming Hours： 0Practice Hours： 0Total Number of Experimental (Programming) Projects 0Where, Compulsory (), Optional ().School ： 08School of businessTarget Major

2、： FinanceI、Course Nature & AimsRisk management is a course for the college to train economic management professionals and is a core course of finance. This course systematically introduces the basic knowledge, skills and methods of risk management, with special emphasis on financial risk measurement

3、 and management methods. Its main contents include: basic principle of risk management, risk management integration framework (including the identification, assessment, management measures, decision-making, monitoring, internal control, etc.), the basic principles of management and technology of all

4、 kinds of main risk (pure risk, market risk, credit risk, liquidity risk and operational risk). It pays attention to the microscopic economic subject at risk management, and introduces the macro risk monitoring. Through the study of this course, students will have the necessary knowledge of risk man

5、agement, learn the general methods and common means of risk identification, risk measurement and risk treatment, and make risk management decisions.II、Course Objectives1. Moral Education and Character Cultivation.Students will learn the basic principles and general methods and techniques of risk man

6、agement Through the course, and have a comprehensive and systematic understanding of relevant knowledge of risk management. By understanding what risks are, how to identify them, how to assess them, how to manage them, how to make risk decisions and how to monitor them, students can be helped to est

7、ablish their awareness of risk management, scientific thinking methods and the spirit of facing challenges at work. This course adheres to the fundamental task of cultivating outstanding management talents with both moral integrity and talent, adheres to the cultivation concept of knowledge ability

8、quality, and focuses on cultivating students1 professional quality and practical ability of raising problems analyzing problems solving problems. Course under the guide of socialist core values, with the theory-practice-case as the main line, in accordance with the risk identification, risk assessme

9、nt,V、Summary of Experimental (Programming) ProjectsNo.Experiment(Programming)NameExperiment(Programming)HoursExperiment(Programming)TypeAbstractCourseTypeSupportingCourseObjectives1Risk assessment2ComprehensiveThrough this programming, students will master the method of using historical data to calc

10、ulate the daily log return rate of financial assets and its expected return rate, static variance, standard deviation and discrete coefficient, and practice the random simulation method of loss distribution.Compulsory1、2、32Credit risk management2ComprehensiveThrough this programming, students will m

11、aster the calculation method of credit risk loss index of credit portfolio and the modeling method of linear default recognition model.Compulsory1、2、33Market risk management2ComprehensiveThrough this programming, students will practice mastering the coefficient calculation method of stock and stock

12、portfolio and master the historical simulation method of risk-value calculationCompulsory1、2、3Note: Fill in comprehensive, designing, verification and demonstration*, in the experiment type, which refers to comprehensive experiment, designing experiment, verification experiment and demonstration exp

13、eriment, respectively.Comprehensive experiment refers to the experiment involving the comprehensive knowledge of the course or related knowledge of the course.Designing experiment refers to the experiment in which the students design the experiment scheme and complete it by themselves based on the g

14、iven experimental objectives and experimental conditions.Verification experiment refers to an experiment conducted to verify whether the knowledge or hypothesis is correct after a certain understanding of the research object is achieved or a certain hypothesis is put forward.Demonstration experiment

15、 refers to the experiment performed by the teacher in line with the teaching content.VI、Teaching MethodThis course is mainly taught by teachers in class, supplemented by self-study and homework based on course videos. The teaching process strengthens the teacher-student interaction, pays attention t

16、o the heuristic teaching; At the same time, the teaching method of discussion will be adopted. The teacher will provide discussion questions, and the students will take the group as the unit to prepare after class, and then carry out discussion in class, so as to improve the students teamwork abilit

17、y. In the classroom teaching process, according to the specific teaching content appropriate discussion activities, the important knowledge points by the way of raising questions, analyzing problems, solving problems to teach, subtly cultivate students* corresponding ability; emphasize the importanc

18、e of practical experience and learn by doing.MQ、Course Assessment and Achievement EvaluationAssessment Methods： ExaminationExamination Formats： Closed-bookGrading Methods： Hundred-mark SystemThe content of the examination focuses on students ability to acquire knowledge, ability to analyze and solve

19、 problems by applying what they have learned, practical ability and innovation ability. The examination result consists of the examination result at the end of the semester and the usual result. The percentage of process assessment and periodic assessment is increased, and the percentage of final as

20、sessment is reduced. The course performance assessment adopts the percentage system. The specific performance is composed of four parts: class attendance, homework and experiment report, class group report and discussion, and final exam, with each part accounting for 10%, 20%, 10% and 60% respective

21、ly.Course Assessment Content, Assessment Format and Supporting Course ObjectivesCourseObjectives (Indices)AssessmentContentAssessment Formats and Proportion ( % )GradingClassroomQuestioningAssignmentEvaluationRoutineTestExperimentReportTermReportTermPaperMidtermExamFinalExamProportion(%)Objective 1

22、(Index 123)Related concepts and classifications of risk and risk management , risk assessment methods, credit risk management and market risk management technical analysis5%15%20%Objective 2 (Index 123)Riskidentification methods, riskassessment techniques, risk management measures, risk management d

23、ecision criteria10%10%Objective 3 (Index 123)Riskmanagementcase study10%10%Objective 4 (Index 123)Riskmanagement overview, risk identification methods, risk assessment techniques, riskmanagement measures, riskmanagement decisioncriteria, credit risk60%60%management, market riskmanagement, operationa

24、l riskmanagement, liquidity risk managementTotal100(Note: The assessment format is not limited to those listed in the form, but is filled in according to theactual situation of the course.)VHI Course ResourcesTextbooks：Wang zhouwei. Risk management (2nd edition) (M|. Beijing: machinery industry pres

25、s, 2017Bibliography：Wang zhouwei. Risk management calculation and analysis: software implementation M Beijing: machinery industry press, 2016Lu jing. Financial risk management M. Beijing: China renmin university press, September 2015Reading Materials： NoIX、NotesPrerequisites: Probability theory and

26、mathematical statistics, Finance, Macroeconomics, Microeconomics, Corporate financeFollow-up Courses: Financial engineering, Commercial bank management, Fixed income securitiesContents and Requirements of Students* Self-study: NoBilingual Teaching or Not: NoRequirements and Proportion of Bilingual T

27、eaching: NoDiscipline and Considerations of Practice Session: No.Notes: Norisk management and decision, risk control logic, to enhance students knowledge structure and in risk management and decision making capability framework, highlight the value guidance, knowledge and ability training, and help

28、students recognize the historical law accurately as well as grasp the basic national conditions and master the scientific world outlook and methodology, and set up the correct world outlook and values.Course ObjectivesThrough the study of this course, students1 qualities, skills, knowledge and abili

29、ties obtained are as follows：Objective 1. Master the basic knowledge and principles of risk management (Corresponding to Chapter 1, 2, 3, 4, 5, 7, supporting for graduation requirements index 2, 3, 5,)Objective 2. Master the technical means of modern risk management and the ability to solve practica

30、l problems (Corresponding to Chapter 3, 6, 8, 9, supporting for graduation requirements index 2, 3, 4, 5)Objective 3. Able to skillfully analyze and evaluate the risk management of enterprises and institutions, and write professional risk assessment description report and complete risk management re

31、port (Corresponding to Chapter 3, 6, 8, 9, 10, supporting for graduation requirements index 2, 3, 4, 5, 9, 13)Supporting for Graduation RequirementsThe graduation requirements supported by course objectives are mainly reflected in the graduation requirements indices 2, 4, 5, 6, 9, as follows:Support

32、ing for Graduation RequirementsCourseObjectivesGraduationRequirementsIndices and Contents Supporting for GraduationRequirementsTeachingTopicsLevel ofSupportIndicesContentsMaster the basic knowledge of management,economics and finance, and can use it to analyzeIndexthe relationship between finance an

33、d economy;Comprehensive2.2:Master the basic knowledge of computer, can makeChapter 1 Objective 1Hknowledge ability2.3:empirical analysis; Understand the concept of2、4、52.4finance and its embodiment in specific fields, cananalyze and deal with the basic business offinance.Able to flexibly use the pro

34、fessional knowledge infinancial practice. Able to screen, sort and processIndexPracticalall kinds of domestic and foreign financialChapter 3、Objective 24.1:Happlication abilityinformation, so as to provide countermeasures and6、7、84.2:suggestions for the government, enterprises,financial institutions

35、 and other departments tosolve practical problems.Objective 3Manipulation offinancial analytical tools abiityIndex5.1:5.2:5.3:Skilled use of computer for business work; Skilled use of modern financial measurement technology and data processing methods for professional data processing, design model a

36、nd analysis; Be able to write professional papers and research reports.Chapter 3、6、7、8、9HObjective 4Lifelong self studyabilityIndexAble to learn actively, have initiative and initiative in the learning process, and master effective learning methods; Good writing ability, able to skillfully use the t

37、heoretical and practical knowledge to write papers, research reports and other forms of materials independently or under the guidance of an instructorChapter 6、7、 8、 9、10MObjective 5Investment and financing decision-making abilityIndex9.1:9.2:Master the basic theory and method of financial investmen

38、t and financing decision; Make investment and financing decision and judgment by combining the study of courses of securities investment, risk management and risk investmentChapter 67、 8、 9、10HI Basic Course Content (Center Times New Roman Font Size 10 Bold)(Times New Roman、Font Size 9)Risk and risk

39、 management (supporting course objectives 1)Definition and classification of corporate risksOverview of risk management.Financial risk management systemTeaching Requirements: By means of risk and risk management related concept and content of study, students should know the meaning, characteristic a

40、nd classification of risk, can carry on the judgment of risk categories, understanding of the integration of risk management framework, understand the process and steps of enterprise implementation of risk management activities, familiar with the main measures of financial risk management, grasp the

41、 pros and cons of various risk management measures, and in specific cases to choose the appropriate risk management measures, to master and have the theoretical basis of the traditional risk management, provided a basis for follow-up study.Key Points： Overview of risk and risk managementDifficult Po

42、ints： Basic classification of riskRisk identification (supporting course objectives 1, 2, 3)Risk identification overviewMethods of risk identificationRisk identification perspectiveRisk analysisTeaching Requirements: Risk identification is the first link of risk management. Through the risk identifi

43、cation process and methods of learning, students are required to able to identify risk sources, size, and the mechanism of formation of the risk of further understanding, understand the process of risk identification, skilled master the methods of risk identification, and can use various methods to

44、potential and existing risks of systematic classification and recognition, master the basic methods of risk identification and comprehensive analysis capability.Key Points： Risk identification methodsDifficult Points： How to implement risk identificationRisk assessment (supporting course objectives

45、1, 2, 3)Overview of risk assessmentCalculation of historical volatilityTest and simulation of loss distributionLoss assessment and descriptionKey Points： Calculation of volatilityDifficult Points： Test and simulation of loss distributionRisk management measures (supporting objectives of the course 1

46、,2 3)Overview of risk management measuresControl risk management measuresFinancing risk management measuresInternal risk inhibitionTeaching Requirements: Through the study of different types of risk management measures, students are able to master various risk management measures, distinguish and id

47、entify the advantages and disadvantages of various risk management measures, and choose appropriate risk management measures in practice to reduce and control risks. Through the study of cases, students can understand all kinds of risk management tools, and understand the importance of taking approp

48、riate risk management measures, and then apply them to practice, so as to master the basic risk management methods and strategic analysis ability.Key Points： Classification of risk management measuresDifficult Points： Implementation of financing risk management measuresChapter 5Internal control and

49、evaluation (supporting objectives of the course 1, 2, 3)Overview of enterprise internal controlDesign of enterprise internal control mechanismEnterprise internal control evaluationInternal control and evaluation of the organizationTeaching Requirements: Through the enterprise and the organization in

50、ternal control meaning, the basic goal and the element, as well as the internal control mechanism design study, students can understand the necessity and the importance of the enterprise internal control establishment, and make clear understand of the enterprise internal control production and the d

51、evelopment venation. By taking commercial banks, insurance companies and securities companies as examples, students can master the basic elements of enterprise internal control and the evaluation of its operation effect, so as to form a good thinking framework for the design and evaluation of enterp

52、rise internal control and solve practical problems of enterprise internal control.Key Points： The basic elements of internal controlDifficult Points： Design and evaluation of internal control frameworkRisk management decisions (supporting objectives of the course 1,2, 3)Overview of risk management d

53、ecisionsExpected decision criteriaDecision criteria of net present value of risk adjustmentDecision tree analysisRisk attitudeTeaching Requirements: Through the study of risk management decision criteria, students are required to understand the general strategies and methods of risk management, and

54、able to master the expected decision criteria, uncertainty decision criteria and risk-adjusted net present value decision criteria and methods of risk management and able to apply them in practice. Through the study of decision tree analysis and risk attitude, students are familiar with the applicat

55、ion of decision tree in technical and economic analysis, and master the measurement methods and characteristics of risk attitude. They are able to understand and interpret the risk decision-making ability in practice, and have the basic technical methods and strategy analysis ability.Key Points： Exp

56、ected decision criteria and risk attitudesDifficult Points： Expected decision criteria and measurement of risk attitudesCredit risk management (supporting objectives of the course 1,2, 3)Credit risk overview and identificationCredit risk measurement indicatorsCredit rating systemCustomer credit asse

57、ssmentCredit rating of the debtPortfolio credit risk measurementTeaching Requirements: Through the study of credit risk overview, credit risk identification and credit risk measurement, students are required to understand the credit risk identification content, master and be familiar with the static

58、 assessment and dynamic assessment methods of credit risk. Through the study of the credit rating system, customer credit assessment and debt credit rating, students are required to familiar with the credit risk rating method, credit assessment model and main indicators of credit risk monitoring and

59、 can apply them to practice, so as to master the practical work skills for further study and analysis in the future and have the ability of credit risk analysis.Key Points： Credit risk metrics and customer credit ratingsDifficult Points： Credit risk measurement and credit evaluation modelMarket risk

60、 management (supporting objectives of the course 1, 2, 3)market risk overviewmarket risk identificationmeasurement of market riskmarket risk analysis methodmarket risk analysis and monitoringTeaching Requirements: Through the meaning and classification, measure market risk and market risk analysis m