NCHU Course Outline

Course Name	(中) 企業風險管理(6966)
	(Eng.) Enterprise Risk Management
Offering Dept	Transcontinental International Master Program
Course Type	Elective	Credits	3	Teacher	Undefined
Department	Transcontinental International Master Program/Graduate	Language	English	Semester	2024-FALL
Course Description	Introduction: Relationship between income return and enterprise risk •types of enterprise risk •basic risk calculation •calculating BASEL Risk parameters •internal rating •ERM Frameworks (COSO, RIMS,…) •Implementing ERM: •ERM vs. strategic management and controlling cycle •risk functions •internal audit role
Prerequisites				self-directed learning in the course	N

Relevance of Course Objectives and Core Learning Outcomes(%)			Teaching and Assessment Methods for Course Objectives
Course Objectives	Competency Indicators	Ratio(%)	Teaching Methods	Assessment Methods
Understanding the relationship between risk and return. Calculation of portfolio risk with correlations Calculation the portions of a minimal variance portfolio (MVP) Using the scoring approach for internal and external rating Basic knowledge how to integrate a risk-management organization using RM-standards			topic Discussion/Production Other Lecturing	Quiz Other
Course Content and Homework/Schedule/Tests Schedule
Week Course Content Week 1 The two faces of risk Week 2 PD and Variance of a single credit investment Week 3 PD and Variance of a credit portfolio, Value at risk Week 4 Binomial distribution, VAR in a small credit portfolio Week 5 Approximation of discrete probability distribution for credit/operational risk Week 6 Security market line, calculating ß-factors Week 7 Examples for calculation the return depending on risk Week 8 Capital allocation and financial portfolio Week 9 Capital allocation and financial portfolio Week 10 financial portfolio with correlation Week 11 RM-standards COSO Week 12 RM-standards ISO Week 13 Scoring for external/internal rating Week 14 Scoring for external/internal rating Week 15 BASEL approach of internal rating Week 16 BASEL approach of internal rating Week 17 Selected topics at the desire of the students Week 18 Selected topics at the desire of the students
Evaluation
written test
Textbook & other References
Lam, J: Enterprise Risk Management: From Incentives to Controls, Wiley Finance 2014 Olson, L., Desheng, W.: Enterprise Risk Management Models; Springer, 2020 Hunziker, S.:Enterprise Risk Management. Modern Approaches to Balancing Risk and Reward, Springer Gabler 2019
Teaching Aids & Teacher's Website
workbook
Office Hours
flexible as needed
Sustainable Development Goals, SDGs(Link URL)
include experience courses：N

Please respect the intellectual property rights and use the materials legally.Please respect gender equality.
Update Date, year/month/day：None	Printed Date, year/month/day：2025 / 12 / 19
The second-hand book website：http://www.myub.com.tw/