NHTM1114 — Quản trị rủi ro

Risk is an important part of financial decisions. Along with the rapid development of financial markets, types of risk are becoming increasingly complex and interrelated with one another. Once a risk materializes, it causes serious economic consequences not only for individuals and organizations but also spreads throughout the entire economy. This reality requires managers, investors, and analysts to constantly consider and assess risk in all of their decisions. This course provides learners with fundamental concepts of building models, measuring, and managing financial risks within legal regulatory frameworks. The topics covered in the course include market risk (VaR and Expected Shortfall), credit risk, liquidity risk, and operational risk. In particular, this course incorporates real-world case studies, simulation modeling, and skills in data processing and model building.

Regulations on eligibility to sit the end-of-course examination

The attendance score must be 5 or higher (in accordance with the University's general regulations)

Method of assessing the attendance score: see Appendix 2, Rubrics 1.

Regulations on class attendance

Students are responsible for attending all class sessions in full.

In the event of an absence due to force majeure, students must take the initiative to acquire the knowledge through the materials provided by the lecturer and other required readings.

Regulations on classroom conduct

The course is conducted on the principle of respect for both learners and instructors;

Take complete notes and participate in answering questions;

Read the required materials in advance;

Complete homework assignments;

Do not make noise or disturb others, and do not eat during class;

Laptops, tablets, and mobile phones may only be used for the purpose of taking lecture notes and performing calculations for study purposes, and must absolutely not be used for any other purpose.

Regulations on submission of major assignments

Learners who fail to submit individual / group assignments as required will receive a score of 0 (zero).

After the prescribed deadline, late submissions will be deducted one point for each day late.

11. SYLLABUS ADJUSTMENT TIME

June 2024

APPENDIX

Appendix 1. EXAMINATION MATRIX

Weight in the course grade: 50%

Format: Essay

Duration: 90 minutes

Structure of the examination: 3 parts:

+ Part 1 (3 points): 2 short essay questions

+ Part 2 (2 points): 2 small exercises

Appendix 2. THE RUBRICS

Rubrics 1. Assessment of the attendance score

Weight in the course grade: 10%

* Note: 10+ : may be considered for bonus points added to the 40% assessment score when the attendance score is 10.

Criteria for assessing participation in class discussions

CLOs of the attendance assessment

Rubrics 2. Assessment of the group presentation

Weight: 20% (the first component of the 40% assessment score)

Assessment based on the results of the group presentation

Rubrics 3. Assessment of the midterm test

Weight: 20% (the second component of the 40% assessment score)

Assessment based on the results of the midterm test, completed individually

Rubrics 4. Assessment of the final examination

The training management system automatically assesses the degree of CLO attainment according to the University's general algorithm. The course learning outcomes are assessed by students and the University after the end-of-course examination.