This course equips students with essential knowledge of corporate financial risk management, crucial for roles like treasurers, risk analysts, and portfolio managers. Through case studies, the course covers techniques to identify, measure, and manage financial risks for both financial and non-financial institutions. Key topics include managing foreign exchange, interest rates, and credit risks, as well as hedging strategies and portfolio insurance. Students will learn to apply risk measures like Value-at-Risk and Expected Shortfall and assess the impact of risk incidents on corporate earnings, Cash Flow, and liquidity. The course will examine the pros and cons of using hedging instruments like futures, options, and credit default swaps (CDS) to limit corporate risk exposure. The course emphasizes quantitative methods and practical applications.
- Gain an introduction and overview over modern risk modeling techniques for analyzing optimizing the risk position of a corporation
- Understand how to apply hedging strategies using derivative instruments such as futures and options
- Work with real world data and case studies
This course is part of the prestigious part-time Master in Finance program, conducted in English on Fridays and Saturdays on Campus Westend. It offers a valuable opportunity to network and gain expertise without committing to a full degree program. As the number of seats is limited, we recommend to register early. If you’re a GBS alumni, explore our attractive alumni discount options.
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Course fee
Participants have the choice of completing the course with a qualified certificate or attending as a guest auditor. As an auditor, you are not required to complete assignments, take exams or earn academic credits.
| ECTS | Certificate | |
|---|---|---|
| Guest auditor | - | Certificate of Participation |
| Full participant | 6 CP | Qualified Certificate |
Prof. Dr. Mark Wahrenburg
Dr. Mark Wahrenburg, Chair of Banking and Finance, Goethe University, is the founding Dean of GBS. He received a Master degree in Business Administration and a PhD from the University of Cologne and has been visiting professor at Wharton School and full professor of finance at the University of Witten/Herdecke. For several years, Mark worked as a consultant with McKinsey and American Management Systems. He spent a year in Vietnam in order to support the establishment of the German-Vietnamese-University in Ho-Chi-Minh-City.
| Date | Session |
|---|---|
| Fri., November 29, 2024 | 13:00 - 15:00, 15:30-17:30, 18:00-20:00 |
| Sat., December 14, 2024 | 09:00-11:00, 11:30-13:30, 14:30-16:30 |
| Sat., January 11, 2025 | 09:00-11:00, 11:30-13:30 |
| Fri., January 24, 2025 | 13:00 - 15:00, 15:30-17:30 |
| Sat., January 25, 2025 | 09:00-11:00, 11:30-13:30 |