Objectives of Programme's Learning Outcomes

• In an active and integrated manner, master knowledge in the various fields of management and use them effectively in a professional context.
• Integrate highly specialised knowledge in different fields of management.
• Appropriately mobilise expertise taking into account the constraints and resources in the situation encountered.
• Be independent and regularly adapt to new contexts.
• Monitor knowledge and methodological approaches in order to evolve their thinking and practice.

Learning Outcomes of UE

After completing this teaching unit, students will be able to use and apply advanced methods in risk assessment and modeling, and to take decisions based on scenario analyses.

Content of UE

The teaching unit will start with some generalities about time series models (AR, ARMA, ARCH, GARCH, I-GARCH, E-GARCH, CHARMA) that are frequently used for parameter estimations in risk assessment and modeling methods. Afterwards, the course will define major risk assessment and modeling methods and discuss their strengths and weaknesses.
 

Prior Experience

Not applicable

Type of Assessment for UE in Q1

• Written examination

Q1 UE Assessment Comments

Written examination: 100%

Type of Assessment for UE in Q3

• Written examination

Q3 UE Assessment Comments

Written examination: 100%

Type of Resit Assessment for UE in Q1 (BAB1)

• N/A

Q1 UE Resit Assessment Comments (BAB1)

Not applicable