FIN 567

Spring 2021 Part of Term 1

Part of Term 1
Jan 25-May 5

Financial Risk Management

SHOW FINAL EXAM SCHEDULE

Credit: 4 hours.

This course covers selected topics in financial risk management. The focus is on statistical techniques used in financial risk management rather than risk management practice, cases, or valuation issues. The course will cover the value-at-risk (VaR) measure and expected shortfall, statistical techniques useful to model financial market returns, and techniques used to model the joint distribution of defaults on fixed income instruments. The course will also cover additional topics such as retail credit risk, risk budgeting, and economic capital modelling.

4 graduate hours. No professional credit. Prerequisite: FIN 500 or 511; IE 522 or FIN 502; FIN 512 (concurrent enrollment allowed); or consent of instructor.

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FIN 567 class schedule data for spring 2021
	CRN	Type	Section	Time	Day	Location	Instructor	Section Details
	65639	Lecture-Discussion	C	9:30AM -10:50AM	MW	Business Instructional Fac	Pearson, N	Part of Term: 1 Date Range: 01/25/21-05/05/21 Section Info: Restricted to MSF and MSFE. Restriction(s): Restricted to MS: Financial Engineering, MS: Finance Cost Rec - UIUC, MS:Finance -UIUC, MS: Finance Cost Rec -UIUC, or MS: Finance - UIUC.
	65640	Online	E	8:00AM -9:20AM	MW	n.a.	Pearson, N	Part of Term: 1 Date Range: 01/25/21-05/05/21 Section Info: Restricted to MSF and MSFE. Restriction(s): Restricted to MS:Finance -UIUC, MS: Finance Cost Rec -UIUC, MS: Financial Engineering, MS: Finance - UIUC, or MS: Finance Cost Rec - UIUC.