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NOTE: Course information changes frequently, including Methods of Instruction. Please revisit these pages periodically for the most recent and up-to-date course information. | |
Spring 2022 Enterprise Risk Management PS5545 section 001 MODEL RISK MANAGEMENT | |
| Call Number | 11778 |
| Day & Time Location |
T 8:10pm-10:00pm 106B Lewisohn Hall |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Peter L Russo |
| Type | LECTURE |
| Method of Instruction | In-Person |
| Course Description | Given the ever growing reliance on models, Model risk affects financial institutions at almost every level of their organization including pricing, risk, finance, and marketing. Model risk management (MRM) is now one of the primary focuses of operational risk management at modern financial institutions. In this class, the ERM skill sets of risk identification, risk quantification, and risk decision making are applied to the kinds of models seen in large, complex financial institutions. Through readings, lecture, assignments, and in-class discussions, students learn the principles and concepts that a robust MRM function uses to manage model risk. |
| Web Site | Vergil |
| Department | Enterprise Risk Management |
| Enrollment | 7 students (45 max) as of 4:34PM Tuesday, July 5, 2022 |
| Subject | Enterprise Risk Management |
| Number | PS5545 |
| Section | 001 |
| Division | School of Professional Studies |
| Campus | Morningside |
| Note | ON-CAMPUS. ERM ONLY; SPS 1/18; PREREQ: ERMCK5350 or exam |
| Section key | 20221ERMC5545K001 |
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