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. Upon completion, participants receive a Certificate of Participation. This course can also be upgraded to a Certificate of Advanced Studies (CAS) in Risk Management & Regulation in combination with other courses from our Master in Finance. As the number of seats is limited, we recommend to register early. If you're a GBS or Goethe University alum, explore our attractive alumni discount options.
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Prof. Dr. Andreas Barth
Dr. Andreas Barth is a Professor of Finance at Julius-Maximilians-University Würzburg. Previously, he held the position of Assistant Professor of Digital Transformation in Finance and Accounting at Saarland University Saarbrücken. Before joining Saarland University, he was Assistant Professor at the Chair of Banking and Finance at Goethe University Frankfurt. He graduated with Prof. Dr. Isabel Schnabel at Gutenberg University Mainz. Andreas did various research stays at the European Systemic Risk Board and the European Central Bank. His teaching specializes inter alia in financial modeling, risk management and applied econometrics. His research focuses mainly on financial intermediation, banking regulation, and financial markets.