TPPE32 · 6 credits · Advanced level (A1F) · Industriell ekonomi
Financial Risk Management
Active · next start VT 2027
89%
passed the latest ordinary exam
TEN2 · 23 Mar 2026 · 64 students
89%
passed the ordinary exams, all sittings over the last 5 years
TEN2 · 165 students
43%
Harder than 43% of courses at advanced level
Compared with 285 courses at the same level, ordinary exams over the last three academic years. 115 students.
Part of 6 programmes
- Master of Science in Industrial Engineering and Management - International
- Master of Science in Industrial Engineering and Management
- Master of Science in Engineering Mathematics
- Master of Science in Applied Physics and Electrical Engineering - International
- Master of Science in Applied Physics and Electrical Engineering
- Master's Programme in Mathematics
Exam
TEN2 Written examination
- 5
- 4
- 3
- U
Ordinary exams
89% passed · 165 students
- 89%64
- 86%51
- 92%50
Re-exams
88% passed · 52 students
- 100%5
- 100%9
- 100%5
- 82%33
- Pass the re-exam: 88% (52 students), compared with 89% (165 students) on the ordinary exam
- Get 4 or 5: 63% (217 students)
Show small sittings (3)
Sittings with fewer than 5 students, often credit transfers or special sittings. They are not part of any figure on this page.
- 100%3
- 100%1
- 100%2
Other modules
Partial exams, hand-ins and labs. They are not part of the figures at the top.
Hand-in or lab
UPG2 Seminar assignment
- G
Main rounds
100% passed · 223 students
- 100%67
- 100%54
- 100%47
- 100%55
Later rounds
100% passed · 36 students
- 100%36
- Pass a later round: 100% (36 students), compared with 100% (223 students) on the ordinary exam
Show small sittings (5)
Sittings with fewer than 5 students, often credit transfers or special sittings. They are not part of any figure on this page.
- 100%1
- 100%3
- 100%1
- 100%1
- 100%1
Other module
MUN2 Oral examination
- 5
- 4
- 3
- U
Main rounds
94% passed · 52 students
- 94%52
Later rounds
75% passed · 8 students
- 75%8
- Pass a later round: 75% (8 students), compared with 94% (52 students) on the ordinary exam
- Get 4 or 5: 55% (60 students)
Show small sittings (2)
Sittings with fewer than 5 students, often credit transfers or special sittings. They are not part of any figure on this page.
- 100%1
- 100%3
About the course
Aim
The main aim of the course is to present models and techniques for measuring, controlling and changing financial risk exposure. By completion of the course the student should be able to:
- Describe different views on risk and explain how risk relates to expected return.
- Demonstrate the ability to relate financial and sustainability-related risks.
- Describe, implement, analyze and compare methods used to measure risk, evaluate different risk measures and analyze and forecast financial time series.
- Explain how financial regulations affect financial markets.
Content
- Financial risks (Market-, credit-, liquidity-, and operational risk)
- Business risks (Strategic-, macroeconomic, and political risks)
- Time series analysis (Descriptive statistics, empirical properties)
- Volatility-, and correlation forecasts (EWMA, GARCH, Maximum-likelihood estimation, Copula)
- Risk measures (Value-at-Risk, Expected shortfall, Extreme value theory, Back-testing, Stress-testing)
- Financial regulation (Basel I, II och III, Solvency II)
- Risk mapping (Risk factors)
- Sustainability and ethics
- Examiner
- Hoang Nguyen
- Scheduled hours
- 30 h
- Main field of study
- Industriell ekonomi