RPRD 804: Advanced Topics in Risk Management and Regulation

The idea of this course is to cover important topics in more detail. The aim will be to bring in experts to cover key current topics after introductory lectures by resident faculty. Given the background provided by the other courses, the experts can assume that the class is well-prepared and participate in a seminar-workshop environment. On some topics, we will be using our extensive network of connections with current and former officials of the Office of the Superintendent of Financial Institutions, the Bank of Canada, the Department of Finance and the Canada Deposit Insurance Corporation, as well as risk managers in the large Canadian banks and pension funds.

Recent Topics in Risk Management:

  • What tools and knowledge will tomorrow’s risk managers need?
  • Credit risk management
  • Traded market and credit risk
  • Model risk: limitations and failures
  • Risk appetite: linking strategy and execution

Recent Topics in Financial Regulation:

  • Supervision of banks and lessons from the global financial crisis
  • Key current issues in bank regulation, including bank capital regulation
  • The use of models in stress testing and financial stability analysis
  • Bank resolution policy
  • Current financial vulnerabilities and risks in the Canadian economy
  • Models of risks to mortgage insurers

RPRD 804 schedule 2018