1、金融風(fēng)險(xiǎn)管理（雙語(yǔ)）課程教學(xué)大綱一、課程基本信息課程名稱(chēng)：金融風(fēng)險(xiǎn)管理（雙語(yǔ)）Financial Risk Management（Bilingualism）課程代碼：FEG804學(xué) 分：4學(xué) 時(shí)：51學(xué)時(shí)二、任課教師、助教、教室等情況（三）教 室：E303（四）上課時(shí)間：每周三周四晚10-12節(jié)（五）紀(jì) 律：1、教師一般不會(huì)調(diào)課，但所有因公調(diào)課都將通過(guò)教務(wù)處 進(jìn)行，并以恰當(dāng)方式讓每一位同學(xué)知道，一旦調(diào)課，一定會(huì)補(bǔ)上。2、每一位同學(xué)除非有特殊情況，例如疾病，否那么不能以任何借口不來(lái)上課。 每一位同學(xué)都不允許遲到，假設(shè)遲到，請(qǐng)課間休息時(shí)間再入教室。3、助教可以不收遲交的作業(yè)，每次作、也都將登記。同

2、學(xué)們的每一份作業(yè)# 老師都會(huì)親自閱讀，請(qǐng)認(rèn)真對(duì)待。三、閱讀材料（一）推薦教材：Financial Risk Management （5th Edition）, Anthony Saunders, Marcia Millon Cornett（二）參考教材：l.Christofferson P R Elements of financial risk management! San Diego: Academic Press, 2003.2.王明濤著.金融風(fēng)險(xiǎn)計(jì)量與管理.上海：上海財(cái)經(jīng)大學(xué)出版社，2008 年7月.（三）進(jìn)一步閱讀教材Kaplan Schweser. Study Notes for

3、 the FRM Exam, 2010.GARP官網(wǎng)更新的最新消息四、課程內(nèi)容概要（一）課程目標(biāo).了解金融機(jī)構(gòu)的特殊性及其面臨的金融風(fēng)險(xiǎn)。.掌握利率風(fēng)險(xiǎn)的特點(diǎn)及防范措施。.能夠掌握經(jīng)典模型的理論和實(shí)踐運(yùn)用。.掌握各類(lèi)風(fēng)險(xiǎn)的定義、特點(diǎn)、案例及防范措施。.通過(guò)案例學(xué)習(xí)及學(xué)生小組案例學(xué)習(xí)，讓學(xué)生對(duì)金融風(fēng)險(xiǎn)有更深刻的認(rèn)識(shí)， 能夠全方面了解金融市場(chǎng)中所存在的風(fēng)險(xiǎn)及如何規(guī)避。.能夠運(yùn)用所學(xué)理論和模型來(lái)認(rèn)識(shí)、分析資本主義社會(huì)的金融現(xiàn)象和金融風(fēng) 險(xiǎn)問(wèn)題，同時(shí)能夠運(yùn)用所學(xué)理論、模型和方法來(lái)認(rèn)識(shí)、分析新時(shí)代中國(guó)特色社會(huì) 主義經(jīng)濟(jì)建設(shè)中重大的金融風(fēng)險(xiǎn)問(wèn)題。結(jié)合所學(xué)西方經(jīng)濟(jì)學(xué)知識(shí)分析中國(guó)金融風(fēng) 險(xiǎn)，考慮中國(guó)特色社會(huì)主

4、義背景下如何防范金融風(fēng)險(xiǎn)。（二）教學(xué)內(nèi)容序號(hào)題目知識(shí)點(diǎn)學(xué)時(shí)（課堂教 授）1Introduction to financial risk management(1) Components of financial risks5(2) Frameworks of financial risk management2Risks of financial intermediaries(1) Interest Risk8(2) Market Risk(3) Credit Risk(4) Other Risks3Interest risk(1) Theories of interest risk9(2)

5、Interest risk models(3) Case studies 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)Othe

6、r riskTotal： 48 hours（三）課程要求.教材及案例閱讀.小組課程展示：分小組文獻(xiàn)案例分析，課堂依次提供展示，該展示計(jì)入平 時(shí)成績(jī)考核。.課程論文：要求運(yùn)用本課程所學(xué)理論與方法，理解金融風(fēng)險(xiǎn)在實(shí)際運(yùn)用中 的作用，學(xué)習(xí)歷史經(jīng)驗(yàn)，獨(dú)立完成課程論文。（四）教學(xué)安排課 程講授內(nèi)容課式 授方輔助學(xué)習(xí)材料1Introduction： Components of financial risksLectures, ReadingFinancial Risk Management (Sth Edition)2Introduction： Frameworks of financial risk m

7、anagementLectures, ReadingFinancial Risk Management (Sth Edition)3Interest risk： Theories and modelsLectures, ReadingFinancial Risk Management (Sth Edition)4Interest risk： Cases studiesLectures, Reading and Team presentationFinancial Risk Management (Sth Edition)5Market risk： Theories and modelsLect

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

9、Team presentationFinancial Risk Management (Sth Edition)9Other risks:Out of balance riskLectures, Reading and Team presentationFinancial Risk Management (Sth 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 (Sth Edition)13Other risk: theoriesLectures, ReadingFinancial Risk Management (Sth