RMSC 4006 操作風險管理 Operational Risk Management

 

Course Code	RMSC 4006 RMSC4006			科目名稱		Operational Risk Management 操作風險管理
教員	Professor YAU Chun Yip [官方介紹] [學術著作]			學　　分		3學分
課程性質	STAT/RMSC選修			同科其他選擇
Workload	l   非PAPER類HOMEWORK l   MIDTERM l   FINAL EXAM								好重
									重
									平均
									輕	1
									極輕
評價教學內容	#1 關於Extreme Value Theory同Copula, concept唔難, lecture notes清晰, assignment嘅application problem用notes嘅R code就搞掂, 上齊堂一定handle到
評價教員教學	#1 professor講野清晰, notes每個step同R coding都解釋清楚, 上堂一定唔悶
CUSIS科目資料	Description： This course introduces the general methodology for operational risk management. Special emphasis will be placed on the analytical and modeling techniques for operational risk. Contents include Basel regulations, loss models, extreme value theory, copula, operational value-at-risk and operational risk derivatives. Machine learning techniques for managing operational risk will also be explored. The use of statistical packages R will be demonstrated.   Learning Outcome： Upon completion of the course, students should be able to 1. understand the Basel regulations on operational risk. 2. build statistical models for operational risk 3. understand extreme value theory and copula models 4. calculate operational value-at-risk and price operational risk derivatives 5. use statistical software to conduct machine learning algorithms and statistical inference and for operation risk models
其他資料	2021Sem2：學位 60|註冊 13|剩餘 47
同學推薦	高度推薦	1	推薦			有保留		極有保留