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401-4918-00L 7 Credits
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Quantitative Methods for Risk Management

Lecturers & Examiners: Prof. em. Dr. Paul Embrechts
VVZ CR n/a

Last Updated: 2026-02-05 15:09:57

Abstract

This course introduces the basic concepts, techniques and tools of quantitative financial risk management. A main emphasis will be put on the application of these techniques to the regulatory framework of the Basel Committee of Banking Supervision (Basel II) and some aspects of insurance regulation under Solvency 2.

General Information

Language
English
Frequency
Yearly recurring

Examination

Type
session examination
Mode
oral 20 minutes

Course Components

Type Title Time & Place Hours
lecture Quantitative Risk Management II
  • Mon 11:15-12:00 (HG D 7.2)
  • Thu 10:15-12:00 (HG D 7.2)
3 h weekly

Offered In