Risk Management (FIN-301)

/in /by
Kingdom of Saudi Arabia Ministry of Education Saudi Electronic Universityالمملكة العربية السعودية وزارة التعليم الجامعة السعودية الإلكترونية  

                          College of Administrative and Financial Sciences

Assignment 2

Risk Management (FIN-301)

Course Name: Risk ManagementStudent’s Name:
Course Code: FIN 301Student’s ID Number:
Semester: Second  CRN:
Academic Year:2022-23-2nd
 

For Instructor’s Use only

Instructor’s Name:
Students’ Grade: 00 / 15Level of Marks: High/Middle/Low

General Instructions – PLEASE READ THEM CAREFULLY

  • The Assignment must be submitted on Blackboard (WORD format only) via allocated folder.
  • Assignments submitted through email will not be accepted.
  • Students are advised to make their work clear and well presented, marks may be reduced for poor presentation. This includes filling your information on the cover page.
  • Students must mention question number clearly in their answer.
  • Late submission will NOT be accepted.
  • Avoid plagiarism, the work should be in your own words, copying from students or other resources without proper referencing will result in ZERO marks. No exceptions.
  • All answered must be typed using Times New Roman (size 12, double-spaced) font. No pictures containing text will be accepted and will be considered plagiarism).
  • Submissions without this cover page will NOT be accepted.

Learning Outcomes:

CLO:1.3Explain different risks measuring and managing approaches
CLO:3.1Analyse risk identifying, quantifying and measuring models

Assignment 2 Questions: Week 7 & Week 8 (15 Marks)

Q.1. Write a critical analysis on 2007-2008 financial crisis that had hit the United State  

        financial market and had severely affected powerful economies of the world.  Please    

        include the following points in your writing.                                         (8 Marks)

  • Introduction of the crisis
  • Causes of the crisis
  • Whom to blame for the crisis.
  • Conclusion

Q.2. How is market risk measured? Describe the common methods of estimating VaR? 

        Discuss the advantages and disadvantages of each method.                  (4 Marks) 

Q.3. Describe the stress testing and scenario analysis in risk management. Discuss the 

        benefits and Limitations.                                                                        (3 Marks)