I teach financial risk management at our master's in finance program. This course covers risk management from a bank's perspective with a focus on market and credit risk based on the Basel regulations. While covering theoretical concepts in some depth the course has an applied focus with lots of value-at-risk/expected shortfall estimation and backtesting conducted by the students using Python.
I supervise on the bachelor, masters and doctoral level within empirical finance.
Spring 2025
Financial Risk Management (NEKN89)
Bachelor/Master Thesis supervision
Current
Past