课程代码：120333B                                           Course Code：120333B

课程名称：风险理论分析                                  Course Name：Risk Theory Analysis

学时：48                                                               Periods：48

学分：3                                                                 Credits：3

考核方式：考查                                                   Assessment：Evaluation

先修课程：概率论与数理统计；      Preparatory Courses：Probability and Mathematical Statistics

金融市场工具                        The instruments of the Financial Markets

风险理论课程是为满足金融机构应用风险理论与方法去管理风险而设计的。本门课程提供有关风险管理从入门而逐步深入的风险管理的相应理论与方法。该课程介绍风险管理基本原理、资产负债管理、阐述对金融风险的理解与管理。通过本门课的学习，学习理解风险管理的概念和基本工具，掌握衍生产品以及如何合理地应用衍生产品来进行风险管理。

本门课程的目标是让学生熟悉掌握金融与非金融机构，特别是银行所面临的风险，而且会应用该领域的方法和工具去测度和管理风险。

This course is designed to apply the theories and methodologies to the complex needs of managing financial risk in financial institutions. This course provides an introduction as well as an in-depth understanding of risk measurement. This course introduces students to principals of risk management, the principles of asset &liability management, the understanding and management of financial risk.

Through this course, the students are able to understand the fundamental concepts and tools of risk management and derivative products including swaps, forwards, futures, options and learn how to use these them in an intelligent way.