Skip to Main Content
It looks like you're using Internet Explorer 11 or older. This website works best with modern browsers such as the latest versions of Chrome, Firefox, Safari, and Edge. If you continue with this browser, you may see unexpected results.

Risk Management, Regulation and Structured Products: Reading list

FIN 505 Risk Management, Regulation and Structured Products 


Department: MSc Finance and Risk Management
Module Description: The purpose of this module is to analyse the approaches to financial (market), credit and operational risk measurement & management for banks and financial institutions mainly in context of Basel guidelines.  It also discusses the pricing and valuation of some existing structured derivative products. In addition, the module considers the regulations of blockchain and cryptocurrencies.

Module text(s)

Recommended readings

  • Roncalli, T. (2020). Handbook of financial risk management. Boca Raton, FL: CRC Press.
  • Global Association of Risk Professionals. (2017). Foundation of risk management. 7th edn. Pearson Education. 
  • Fabozzi, F. J., Davis, H. A. and Choudhry, M. (2006). Introduction to structured finance. Hoboken, NJ: John Wiley.
  • Basel Committee on Banking Supervision (2021): Revisions to the principles for the sound management of operational risk (https://www.bis.org/bcbs/publ/d515.pdf).

Ask a Librarian for help to find and evaluate resources