AI-Integrated Financial Risk Management (N1569)
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AI-Integrated Financial Risk Management
Module N1569
Module details for 2025/26.
15 credits
FHEQ Level 6
Module learning outcomes
Identify and compare different sources of financial risks, and understand how to distinguish between systematic (non-diversifiable) and idiosyncratic (diversifiable) risks
Recognize the major characteristics of derivative instruments and understand how to balance an options book so that it is delta-gamma-vega neutral.
Critically assess the application of regulatory and economic capital to financial risk management policies and use Excel to test the performance of models used for assessing this capital.
Effectively use Gen AI tools to implement models for measuring the market risk of portfolios of equities, interest-rate-sensitive products, commodities, futures and options.
| Type | Timing | Weighting |
|---|---|---|
| Coursework | 30.00% | |
| Coursework components. Weighted as shown below. | ||
| Test | T1 Week 11 (1 hour) | 100.00% |
| Project | Semester 1 Assessment Week 1 Tue 16:00 | 70.00% |
Timing
Submission deadlines may vary for different types of assignment/groups of students.
Weighting
Coursework components (if listed) total 100% of the overall coursework weighting value.
| Term | Method | Duration | Week pattern |
|---|---|---|---|
| Autumn Semester | Workshop | 1 hour | 11111011111 |
| Autumn Semester | Lecture | 2 hours | 11111011111 |
How to read the week pattern
The numbers indicate the weeks of the term and how many events take place each week.
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