《金融风险管1》课程教学大纲

1、金融风险管理（双语）课程教学大纲一、课程基本信息课程名称：金融风险管理（双语）Financial Risk Management(Bilingualism)课程代码： FEG804 学 分：4学 时：51学时二、任课教师、助教、教室等情况（三）教 室：E303（四）上课时间：每周三周四晚10-12节（五）纪 律：1、教师一般不会调课，但所有因公调课都将通过教务处进行，并以恰当方式让每一位同学知道，一旦调课，一定会补上。2、每一位同学除非有特殊情况，例如疾病，否则不能以任何借口不来上课。每一位同学都不允许迟到，若迟到，请课间休息时间再入教室。3、助教可以不收迟交的作业，每次作业都将登记。同学们的

2、每一份作业#老师都会亲自阅读，请认真对待。三、阅读材料（一）推荐教材：Financial Risk Management (5th Edition)，Anthony Saunders, Marcia Millon Cornett（二）参考教材：1.Christofferson P F. Elements of financial risk management. San Diego: Academic Press, 2003.2.王明涛 著. 金融风险计量与管理. 上海：上海财经大学出版社，2008年7月.（三）进一步阅读教材Kaplan Schweser. Study Notes for t

3、he FRM Exam, 2010.GARP官网更新的最新消息四、课程内容概要（一）课程目标1.了解金融机构的特殊性及其面临的金融风险。2.掌握利率风险的特点及防范措施。3.能够掌握经典模型的理论和实践运用。4.掌握各类风险的定义、特点、案例及防范措施。5.通过案例学习及学生小组案例学习，让学生对金融风险有更深刻的认识，能够全方面了解金融市场中所存在的风险及如何规避。6.能够运用所学理论和模型来认识、分析资本主义社会的金融现象和金融风险问题，同时能够运用所学理论、模型和方法来认识、分析新时代中国特色社会主义经济建设中重大的金融风险问题。结合所学西方经济学知识分析中国金融风险，考虑中国特色社会主

4、义背景下如何防范金融风险。（二）教学内容序号题目知识点学时（课堂教授）1Introduction to financial risk managementComponents of financial risks5Frameworks of financial risk management2Risks of financial intermediariesInterest Risk8Market RiskCredit RiskOther Risks3Interest riskTheories of interest risk9Interest risk modelsCase studies

5、of interest risk4Market risk(1) Theories of Market risk9(2) Market risk models(3)Case studies of Market risk5Credit risk(1) Theories of Credit risk9(2)Case studies of Credit risk6Other risks(1) Out of balance risk8(2) Technology and other operational risks(3)Other riskTotal：48 hours（三）课程要求1.教材及案例阅读2

6、.小组课程展示：分小组文献案例分析，课堂依次分享展示，该展示计入平时成绩考核。3.课程论文：要求运用本课程所学理论与方法，理解金融风险在实际运用中的作用，学习历史经验，独立完成课程论文。（四）教学安排课程讲授内容授课方式辅助学习材料1Introduction：Components of financial risksLectures,ReadingFinancial Risk Management (5th Edition)2Introduction：Frameworks of financial risk managementLectures,ReadingFinancial Risk Ma

7、nagement (5th Edition)3Interest risk：Theories and models Lectures,ReadingFinancial Risk Management (5th Edition)4Interest risk：Cases studiesLectures, Reading and Team presentationFinancial Risk Management (5th Edition)5Market risk：Theories and modelsLectures,ReadingFinancial Risk Management (5th Edi

8、tion)6Market risk：Cases studiesLectures, Reading and Team presentationFinancial Risk Management (5th Edition)7Credit risk: Theories and measuresReading,PresentationFinancial Risk Management (5th Edition)8Credit risk: Case studies Lectures, Reading and Team presentationFinancial Risk Management (5th

9、Edition)9Other risks:Out of balance riskLectures, Reading and Team presentationFinancial Risk Management (5th Edition)10Other risks: Technology and other operational risksLectures, Reading and Team presentationFinancial Risk Management (5th Edition)11Other risks：theories of Operational riskTeam presentationFinancial Risk Management (5th Edition)12Operational risk: case studiesLectures, Reading and Team presentationFinancial Risk Management (5th Edition)13Other risk: theoriesLectures,ReadingFinancial Risk Management (5th