FE 655 Systemic Risk and Financial Regulation

This course deals with aspects of systemic risk in financial systems. It covers a review of classical risk measures and introduces non-classical risk measures such as Extreme Value Theory. It also covers the study of financial systems as a system of complex adaptive systems, agent-based modeling, history and analysis of bubble formations as a systemic risk, the role of rating agencies, the financial systems ecosystem, risk and regulatory environment, risk and the socio-political environment. It also studies international financial inter-system risk propagation and containment and its impact on international financial systems, the International Monetary Fund assessments and the effect of extreme risk on poverty, international instability and globalization.




FE 535


School of Business


Fall Semester Spring Semester