[Class Notes] Risk Management

Class Notes
	Week1	Introduction to Risk Management
		Overview
	Week2	Introduction to Risk Management
		A1: Dimensions of Risk Management Introduction to Financial Risk Management (In Chinese)
	Week3	Introduction to Asset Pricing & Financial Instruments
		A2: Nuclear Financial Economics A6: Elements of Quantitative Risk Management
	Week4	Interest Rat Risk
		A4: Debt Management and Interest Rate Risk A5: Managing Mortgage Risks A12: Bank Capital Requirements and Incentives for Lending
	Week5	--FRA, Futures, and Interest-Rate
		A3: The Geometry of Commercial Bank Balance
	Week6	--Options, Caps, Floors, and Collars
		A10: Operating Risk in Financial Services GB-Ch3: Traditional ALM Techniques: Strength and Weaknesses A14: Yield Curve Risk Management For Government Bond Portfolios
	Week7	Credit Risk
		A15: The Internal Call Market: A Clean, Well-lighted GB-Ch.8 & 9 Caps and Floors; Zero-Cost Asymmetric Hedges
	Week8	Liguidity Risk
		A9: Risk measurement A11: Risk Management and New Financial Products KD-Ch.9: Estimating Liquidity Risk
	Week9	Currency Risk
		Ch.1: The Risk Measurement Revolution Ch.2: Measures of Financial Risk
	Week11	VaR Estimation
		A7: Should Firms use Derivatives to Manage Risk? A16: The Future Of Future
	Week12	--Parametric Approaches
		A8: Valuation Risk and Financial Reporting Ch.5: Parametric VaR and ETL
	Week13	-- Non-parametric Approaches
		Ch.4: Non-parametric VaR and ETL
	Week14	-- Simulation Approaches
		Ch.6: Simulation Approaches to VaR and ETL Estimation
	Week15	-- Lattice Approaches
		KD-Ch.7: Lattice Approaches to VaR and ETL Estimation A13: Comparative Risk Management Practices: Japan Versus The U.S.
	Week16	Ten Hedge Fund Strategies by LTCM
		KD-Ch.10: Forecasting Volatilies GB-Ch.5: Hedging witrh Financial Future GB-Ch.10: Regulatory and Accounting Considerations