T 6:10pm–8:00pm · M 8:10pm–10:00pm
2 distinct times across 2 sections.
Open12 of 40 seats
as of Aug 23, 4:00 AM2 of 2 sections have room
Description
A survey of market, credit, liquidity, and systemic risk. Includes case studies, risk quantification methods, and common mitigation techniques using portfolio management, hedging, and derivatives. Also addresses traditional risk management practices at banking institutions.
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Sections2
- 6 of 20 seats left
Seat data provenance: Directory as of August 23, 2026 at 4:00 AM
- 6 of 20 seats left
Seat data provenance: Directory as of August 23, 2026 at 4:00 AM
In your week
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Workload and grading
- Grading
- Not published
- Format
- Not published
- Credits
- 0–3 credits
Reported workload
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