EXECUTIVE MASTER OF SCIENCE IN RISK MANAGEMENT
Program Overview
Participants in the AIF-NYU Stern Executive Master of Science in Risk Management program will gain a global perspective of risk management from an international faculty and participants and through courses held in Europe and the US, with ample opportunity to cross-learn and share best practices.
The program covers all key dimensions of risk encountered in financial services firms and in the finance function of non financial businesses. This includes strategic risk issues, market risk, credit risk, liquidity risk, sovereign risk, operational risk and reputational risk—and the linkages across these various risk domains. Each of the modern risk calibration techniques, ranging from VaR and RAROC to stylized facts and near-miss analysis, is covered, as are critical hedging techniques and the risk dimensions of structured finance.
The substantive content of the program is put into the context of current and prospective regulatory environment encompassing each of the main functional dimensions of finance. The goal is to then get a bird’s-eye view to understand how the various pieces fit together. A project conducted in student teams and presented at the end of the program puts participants in senior management roles to deal with a risk management issue by integrating the diverse elements covered in the program.
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