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    Quantification and analysis of the market risks facing corporate and financial service firms.

    About this paper

    Paper title Financial Risk Management
    Subject Finance
    EFTS 0.1667
    Points 20 points
    Teaching period Not offered in 2024 (On campus)
    Domestic Tuition Fees ( NZD ) $1,196.41
    International Tuition Fees Tuition Fees for international students are elsewhere on this website.
    Recommended Preparation
    FINC 308
    Teaching staff

    To be advised when paper is next offered.

    Recommended: Jorion P., Value at Risk, 3rd Edition, McGraw-Hill, 2007.
    Graduate Attributes Emphasised
    Communication, Critical thinking, Research, Self-motivation.
    View more information about Otago's graduate attributes.
    Learning Outcomes

    Students who successfully complete this paper should:

    • Be able to calculate VaR using the three basic methods
    • Understand the role of VaR, supplementary measures of risk and limitations
    • Be familiar with the theory and application of financial risk management in corporate settings


    Not offered in 2024

    Teaching method
    This paper is taught On Campus
    Learning management system
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