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International financial risk management
Année scolaire 2024-2025
Créneau Ouv 2 M
Sem 1 MS/Sem 3 M
Sem 2 MS
Enseignant responsable Didier FOLUS
Objectifs du module

The aim of the course is to introduce the different tools and methods used by corporations, for financial risk management. The lectures will focus on (1) the presentation of markets and financial instruments, and (2) the implementation issues, sensitivity and cost analysis and its implication on corporate risk management and controlling. The course makes a permanent link between theory and practice, the main learning objectives are :

 

- Having a good knowledge of derivative markets and instruments

 

- Understanding and measuring the corporate exposure to financial risks (price, rates, FX…)

 

- Applying risk management methods on near-real cases

Programme du module

Indicative course syllabus

 

1. Forwards & Futures

 

2. Options & warrants

 

3. Foreign exchange market presentation

 

4. Foreign exchange risk management

 

5. Money market & short term interest rates

 

6. Interest rate swaps & IR risk management

Contrôle des connaissances - Règles de validation du module

Assessment : final exam.

Effectif maximal Effectif illimité
Département de rattachement Mastère Management Energy Projects
Nombre de crédits ECTS 2 crédits ECTS
Code MEPFR
Dernière mise à jour  :  15-12-2023
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