NCHU Course Outline
Course Name (中) 企業風險管理(6966)
(Eng.) Enterprise Risk Management
Offering Dept Tricontinental Master Program in Global Studies
Course Type Elective Credits 3 Teacher Undefined
Department Tricontinental Master Program in Global Studies/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
self-directed
learning
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 / 4 / 26
The second-hand book website:http://www.myub.com.tw/