Browse Hierarchy MTH7016P: Regulatory Risk Analytics

This module gives you the practical knowledge that is essential for a career not only in risk management functions, but also in regulatory institutes, e.g., central banks. It is based on Foundations of Mathematics and Statistics and goes deeper, from the lens of regulators specifically. We discuss different types of systemic risks and corresponding strategies to manage them. Then we study models on systemic risk and financial crises, e.g., extreme value theory, network analysis, and learn their recent development and application. Real data on past crises are analysed using the models. To equip you as a future regulator, we introduce the most frontier risk regulation and risk culture across different countries and areas as well. You will take the initiative to propose appropriate risk regulation in the context of risk cultures.