Risk Analytics

Data analytics have become an invaluable part of managing institutions, not only for profitability but also for safeguarding the organization against risk. In this component, students will study the data-based analytical models and methods used to manage risk in contemporary business. Topics include the modelling and computation of market risk, portfolio management, measuring credit risk and understanding operational risk. The focus of the component will be on both the theoretical development and the practical implementation using contemporary data in important scenarios.