Overview
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 2026 (On campus) |
| Domestic Tuition Fees ( NZD ) | $1,665.83 |
| International Tuition Fees | Tuition Fees for international students are elsewhere on this website. |
- Restriction
- FINC 411
- Contact
- accountancyfinance@otago.ac.nz
- Teaching staff
To be advised when paper is next offered.
- Textbooks
- 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
Overview
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 2027 (On campus) |
| Domestic Tuition Fees | Tuition Fees for 2027 have not yet been set |
| International Tuition Fees | Tuition Fees for international students are elsewhere on this website. |
- Restriction
- FINC 411
- Contact
- accountancyfinance@otago.ac.nz
- Teaching staff
To be advised when paper is next offered.
- Textbooks
Recommended: Jorion P. (2006). Value at Risk (3rd ed.). McGraw-Hill.
- 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.