Financial institutions, international finance and risk management

PASQUALINA PORRETTA

Knowledge and ability to understand / ability to apply knowledge and understanding:
At the end of the course the student will be able to:
• understand the main types of derivatives (forward/future, options, swaps, credit derivatives), the functioning of the related markets, the main option strategies, the pricing and the risk measure of them;
• calculate the MTM of the main derivatives, the main risk profiles, the capital requirement of the the option; apply static and dynamic hedging schemes in the typical activities of the Risk Manager.
Autonomy of judgment and communication skills:
At the end of the course the student will be able to manage the technical and operational complexity of the derivatives world, to determine the different "values", to illustrate to the interlocutors specialists of the financial sector the main technical-legal characteristics of the derivatives.