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FIN 507 Financial Risk and Regulation : Reading list

FIN 507 Financial Risk and Regulation

Department: MSc Finance
Module Description: This module provides a comprehensive understanding of the various types of financial risks faced by banks and financial institutions. It explores bank regulations as well as theoretical and practical techniques to measure and manage market risk, credit risk, liquidity risk operational risk, foreign exchange risk and sovereign risk.

Module text(s)

Saunders, A. and Cornett, M. M. (2018). Financial institutions management : a risk management approach. 9th edn. New York, NY: McGraw-Hill Education.
Apostolik, R. and Donohue, C. (2015). Foundations of financial risk : an overview of financial risk and risk-based regulation. Hoboken, New Jersey: John Wiley & Sons.
GARP. (2022). Foundation of Risk Management. Pearson Education.

Recommended readings

Roncalli, T. (2020). Handbook of financial risk management. Boca Raton, FL: CRC Press.
Basel Committee on Banking Supervision. (2021). Revisions to the Principles for the Sound Management of Operational Risk.