03
May
10

Risk Management Module – International Class Syllabus

Meeting

Subject Material/ Topic

Study Activities

Time (Minutes)

Media

Study Method

Evaluation Technique

1 Theory and Concept of Risk Management This meeting is Introduction meeting where the students will get inform what are the rules in the class during this term. Then the lecturer will enter the subject about theory and concept of Risk Management.

The students should be able to describe what is risk management, the history of risk management, the essential of risk management, and basic concept and theory of risk management.

120 -LCD & Projector

-Handouts

-White board

-Text Book

-Presentation

-Q&A session

-Homework

-Exercise

-Case study

Oral and Written
2 Risk Measurement Students will be able how to measure risk with some of tools such as standard deviation, IQR, covariance to calculate simple risk and will help them to make a decision making as a top management. They will have some cases and simulation how to measure some risks. 120 -LCD & Projector

-Handouts

-White board

-Text Book

-Presentation

-Q&A session

-Homework

-Exercise

-Case study

Oral and Written
3 Risk Management Techniques and Internal Control Hedging, Portfolio, Insurance preview, Internal Control, COSO, Internal Audit, Fraud, dan Corruption 120 -LCD & Projector

-Handouts

-White board

-Text Book

-Presentation

-Q&A session

-Homework

-Exercise

-Case study

Oral and Written
4 Risk Monitoring and Reporting Risk Monitoring, Risk Budgeting, Financial Reporting 120 -LCD & Projector

-Handouts

-White board

-Text Book

-Presentation

-Q&A session

-Homework

-Exercise

-Case study

Oral and Written
5 Enterprise Risk Management and Firm Value ; Insurance, Reinsurance, Captives and Self Insurance ERM, Casualty Actuarial Framework, COSO Framework, ERM Implementation, Firm Value, Asymmetric information, Moral Hazard, Adverse Selection, Insurance,Re-Insurance, Captive Insurance Companies, Special Purpose Companies, segregated Portfolio Companies, and Self-Insurance 120 -LCD & Projector

-Handouts

-White board

-Text Book

-Presentation

-Q&A session

-Homework

-Exercise

-Case study

Oral and Written
6 Risk Transfer – Derivatives Hedging, Futures, Forwards, Swap, Option, Strategic in  Option, and Securitization 120 -LCD & Projector

-Handouts

-White board

-Text Book

-Presentation

-Q&A session

-Homework

-Exercise

-Case study

Oral and Written
7 Mid – Term Exam
8 Business and Market Risk Business Risk, Legal Risk, Contingency Risk,  Equity Risk, Interest Risk, Currency Risk, Commodity Risk, Introduction of VAR 120 -LCD & Projector

-Handouts

-White board

-Text Book

-Presentation

-Q&A session

-Homework

-Exercise

-Case study

Oral and Written
9 Operational Risk Operational Risk, Basel Accord, and Basel Accord II 120 -LCD & Projector

-Handouts

-White board

-Text Book

-Presentation

-Q&A session

-Homework

-Exercise

-Case study

Oral and Written
10 Credit Risk Credit Risk, Consumer Banking, Consumer Credit Risk, Counterparty risk, Sovereign Risk 120 -LCD & Projector

-Handouts

-White board

-Text Book

-Presentation

-Q&A session

-Homework

-Exercise

-Case study

Oral and Written
11 Presentation
12 Final Term Exam

References:

1. http://valuevolution.wordpress.com

2. Jorion, 2006

3. Walsh C., Key Management Ratios, 3rd ed., 2002, Prentice Hall – UK, Glasgow.

4. Cuthbertson K., Nitzscche D., Financial Engineering: Derivatives and Risk Management, 2001, John Wilwy&Sons Ltd. – England.


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