风险管理（36学时）课程简介

人类社会已经进入风险社会。由于不确定性带来的风险普遍存在，人们对于风险的认识不断深化，因此风险管理对于现代社会有非常重要的意义。风险管理包括企业风险管理、金融风险管理、个人风险管理。

风险管理主要从风险的本质出发剖析风险的特征，分析风险的来源，以便进行风险识别、风险计量，风险处理。本课程主要包括：风险管理的基础知识，风险特征的构成要素，风险识别的方法，风险计量模型，风险评价的理论。着重讲授巴塞尔协议和内部评级法，会计体系与风险管理体系的区别与联系，银行与非银行金融机构的风险管理体系，信用风险管理，市场风险管理，操作风险管理，信用评级体系，风险限额和流动性管理，信用增进。介绍与风险管理理论相关的风险敞口，损失分布，违约概率模型，VaR方法，风险控制技术,信用风险的转移方法，RAROC和资本分配，压力测试，极端风险管理。

使用教材：《风险管理》【美】米歇尔·科罗赫，丹·加莱，罗伯特·马克 著。曾刚，罗晓军，卢爽 译。中国财政经济出版社，2005.1第一版

Risk Management (36 class hours)

Human society has entered the period of the risk society. Due to the widespread risk brought by uncertainty, people continue to deepen the understanding of risk. Therefore, risk management has a very important significance for modern society. Risk management includes enterprise risk management, financial risk management, and personal risk management. The main purpose of risk management is to analyze risk characteristics and its’ source from the nature of the risk in order to conduct the risk identification, risk measurement and risk management. The course mainly includes: basic knowledge of risk management, elements of risk characteristics, risk identification methods, risk measurement model, risk assessment Theories. It focus on

the Basel and IRB, contact and the difference between the accounting system and risk management system, banks and non-bank financial institution's risk management system, credit risk management, market risk management, operational risk management, credit rating system, risk limits and liquidity management, credit enhancement. The course also gives an introduction of risk gap associated with risk management theory, loss distribution, default probability models, VaR method, Risk control technology, credit risk transfer methods, RAROC and capital allocation, stress test, extreme risk management.

《风险管理》课程教学进度计划