{"ModuleCode":"DSC5211C","ModuleTitle":"Quantitative Risk Management","Department":"Decision Sciences","ModuleDescription":"The aim of this course is to provide an introduction to the probability and statistical methods used by financial institutions and supply chain managers to model market, credit and operational risk. Topics addressed include loss distributions, multivariate models, dependence and copulas, extreme value theory, risk measures, risk aggregation, risk allocation and supply chain risk management.","ModuleCredit":"4","Workload":"3-0-0-3-4","Prerequisite":"DSC5211A","Types":["Module"],"CorsBiddingStats":[{"AcadYear":"2014/2015","Semester":"2","Round":"1A","Group":"Sectional Teaching C1","Quota":"9","Bidders":"0","LowestBid":"0","LowestSuccessfulBid":"0","HighestBid":"0","Faculty":"School Of Business","StudentAcctType":"Returning Students [P]"},{"AcadYear":"2014/2015","Semester":"2","Round":"1B","Group":"Sectional Teaching C1","Quota":"9","Bidders":"0","LowestBid":"0","LowestSuccessfulBid":"0","HighestBid":"0","Faculty":"School Of Business","StudentAcctType":"Returning Students [P]"},{"AcadYear":"2014/2015","Semester":"2","Round":"2A","Group":"Sectional Teaching C1","Quota":"9","Bidders":"0","LowestBid":"0","LowestSuccessfulBid":"0","HighestBid":"0","Faculty":"School Of Business","StudentAcctType":"Returning Students and New Students [P]"},{"AcadYear":"2014/2015","Semester":"2","Round":"2B","Group":"Sectional Teaching C1","Quota":"9","Bidders":"0","LowestBid":"0","LowestSuccessfulBid":"0","HighestBid":"0","Faculty":"School Of Business","StudentAcctType":"Returning Students and New Students [P]"},{"AcadYear":"2014/2015","Semester":"2","Round":"3A","Group":"Sectional Teaching C1","Quota":"9","Bidders":"0","LowestBid":"0","LowestSuccessfulBid":"0","HighestBid":"0","Faculty":"School Of Business","StudentAcctType":"NUS Students [P]"},{"AcadYear":"2014/2015","Semester":"2","Round":"3B","Group":"Sectional Teaching C1","Quota":"9","Bidders":"0","LowestBid":"0","LowestSuccessfulBid":"0","HighestBid":"0","Faculty":"School Of Business","StudentAcctType":"NUS Students [P]"},{"AcadYear":"2012/2013","Semester":"2","Round":"1A","Group":"Sectional Teaching K01","Quota":"10","Bidders":"3","LowestBid":"1","LowestSuccessfulBid":"1","HighestBid":"50","Faculty":"School Of Business","StudentAcctType":"Returning Students [P]"},{"AcadYear":"2012/2013","Semester":"2","Round":"1B","Group":"Sectional Teaching K01","Quota":"7","Bidders":"0","LowestBid":"0","LowestSuccessfulBid":"0","HighestBid":"0","Faculty":"School Of Business","StudentAcctType":"Returning Students [P]"},{"AcadYear":"2012/2013","Semester":"2","Round":"2A","Group":"Sectional Teaching K01","Quota":"7","Bidders":"0","LowestBid":"0","LowestSuccessfulBid":"0","HighestBid":"0","Faculty":"School Of Business","StudentAcctType":"Returning Students and New Students [P]"},{"AcadYear":"2012/2013","Semester":"2","Round":"2B","Group":"Sectional Teaching K01","Quota":"8","Bidders":"0","LowestBid":"0","LowestSuccessfulBid":"0","HighestBid":"0","Faculty":"School Of Business","StudentAcctType":"Returning Students and New Students [P]"},{"AcadYear":"2012/2013","Semester":"2","Round":"3A","Group":"Sectional Teaching K01","Quota":"9","Bidders":"0","LowestBid":"0","LowestSuccessfulBid":"0","HighestBid":"0","Faculty":"School Of Business","StudentAcctType":"NUS Students [P]"},{"AcadYear":"2012/2013","Semester":"2","Round":"3B","Group":"Sectional Teaching K01","Quota":"9","Bidders":"0","LowestBid":"0","LowestSuccessfulBid":"0","HighestBid":"0","Faculty":"School Of Business","StudentAcctType":"NUS Students [P]"}],"AcadYear":"2014/2015","History":[{"Semester":2,"Timetable":[{"ClassNo":"C1","LessonType":"Sectional Teaching","WeekText":"Every Week","DayText":"Tuesday","StartTime":"1400","EndTime":"1700","Venue":"BIZ1-0204"}],"IVLE":[{"Announcements":null,"Forums":[],"Workbins":[],"Webcasts":[],"Gradebooks":[],"Polls":[],"Multimedia":[],"LessonPlan":[],"ID":"43f35cd7-178e-4360-b073-88d68e212310","CourseLevel":"1","CourseCode":"DSC5211C","CourseName":"QUANTITATIVE RISK MANAGEMENT","CourseDepartment":"","CourseSemester":"Semester 2","CourseAcadYear":"2014/2015","CourseOpenDate":"/Date(1420992000000+0800)/","CourseOpenDate_js":"2015-01-12T00:00:00","CourseCloseDate":"/Date(1431187140000+0800)/","CourseCloseDate_js":"2015-05-09T23:59:00","CourseMC":"0","isActive":"N","Permission":"S","Creator":{"UserID":null,"Name":"Teng Siew Geok","Email":null,"Title":null,"UserGuid":"a0d8f3a8-9e08-47fb-b3a5-bab3697b4cbf","AccountType":null},"hasGradebookItems":false,"hasTimetableItems":true,"hasGroupsItems":false,"hasClassGroupsForSignUp":false,"hasGuestRosterItems":false,"hasClassRosterItems":true,"hasWeblinkItems":false,"hasLecturerItems":true,"hasDescriptionItems":true,"hasReadingItems":false,"hasAnnouncementItems":false,"hasProjectGroupItems":false,"hasProjectGroupsForSignUp":false,"hasConsultationItems":false,"hasConsultationSlotsForSignUp":false,"hasLessonPlanItems":false,"Badge":0,"BadgeAnnouncement":0,"WebLinks":[],"Lecturers":[{"ID":"c7684750-4174-472f-be6a-457705adf0a4","User":{"UserID":null,"Name":"Teng Siew Geok","Email":null,"Title":null,"UserGuid":"a0d8f3a8-9e08-47fb-b3a5-bab3697b4cbf","AccountType":null},"Role":"Lecturer ","Order":1,"ConsultHrs":null}],"Descriptions":[{"ID":"1e5f053b-8835-4692-be49-41f07234cfff","Title":"Learning Outcomes","Description":"The aim of this course is to provide an introduction to the probability and statistical methods used by financial institutions and supply chain managers to model market,\r\ncredit and operational risk. Topics addressed include loss distributions, multivariate models, dependence and copulas, extreme value theory, risk measures, risk aggregation, risk allocation and supply chain risk management.","Order":1},{"ID":"2e5f053b-8835-4692-be49-41f07234cfff","Title":"Prerequisites","Description":"DSC5211A","Order":2},{"ID":"1b2ca9f9-19be-4950-b003-5d26783b86ce","Title":"Preclusions","Description":"N.A.","Order":9},{"ID":"c996fa71-eb7f-4306-ae7b-b40918727019","Title":"Workload","Description":"3-0-0-3-4
Workload Components : A-B-C-D-E \r\n
A: no. of lecture hours per week \r\n
B: no. of tutorial hours per week \r\n
C: no. of lab hours per week \r\n
D: no. of hours for projects, assignments, fieldwork etc per week \r\n
E: no. of hours for preparatory work by a student per week","Order":10}],"ReadingFormatted":[],"ReadingUnformatted":[]},{"Announcements":null,"Forums":[],"Workbins":[],"Webcasts":[],"Gradebooks":[],"Polls":[],"Multimedia":[],"LessonPlan":[],"ID":"36b2cfb8-f67f-48ad-a14d-8c63433bfb28","CourseLevel":"1","CourseCode":"DSC5211C","CourseName":"QUANTITATIVE RISK MANAGEMENT","CourseDepartment":"","CourseSemester":"Semester 2","CourseAcadYear":"2014/2015","CourseOpenDate":"/Date(1420992000000+0800)/","CourseOpenDate_js":"2015-01-12T00:00:00","CourseCloseDate":"/Date(1431187140000+0800)/","CourseCloseDate_js":"2015-05-09T23:59:00","CourseMC":"0","isActive":"N","Permission":"S","Creator":{"UserID":null,"Name":"Jussi Samuli Keppo","Email":null,"Title":null,"UserGuid":"25194479-f3e1-4441-8a0d-f69d19ad3bc8","AccountType":null},"hasGradebookItems":true,"hasTimetableItems":true,"hasGroupsItems":false,"hasClassGroupsForSignUp":false,"hasGuestRosterItems":true,"hasClassRosterItems":true,"hasWeblinkItems":false,"hasLecturerItems":true,"hasDescriptionItems":true,"hasReadingItems":false,"hasAnnouncementItems":false,"hasProjectGroupItems":false,"hasProjectGroupsForSignUp":false,"hasConsultationItems":false,"hasConsultationSlotsForSignUp":false,"hasLessonPlanItems":false,"Badge":0,"BadgeAnnouncement":0,"WebLinks":[],"Lecturers":[{"ID":"ec67dbac-10ea-4b45-a4f2-077a2bc3fb6d","User":{"UserID":null,"Name":"Jussi Samuli Keppo","Email":null,"Title":null,"UserGuid":"25194479-f3e1-4441-8a0d-f69d19ad3bc8","AccountType":null},"Role":"Lecturer ","Order":1,"ConsultHrs":null}],"Descriptions":[{"ID":"1e5f053b-8835-4692-be49-41f07234cfff","Title":"Learning Outcomes","Description":"The aim of this course is to provide an introduction to the probability and statistical methods used by financial institutions and supply chain managers to model market,\r\ncredit and operational risk. Topics addressed include loss distributions, multivariate models, dependence and copulas, extreme value theory, risk measures, risk aggregation, risk allocation and supply chain risk management.","Order":1},{"ID":"2e5f053b-8835-4692-be49-41f07234cfff","Title":"Prerequisites","Description":"DSC5211A","Order":2},{"ID":"e7d7c808-5e44-4e4a-a051-3c02a7335713","Title":"Preclusions","Description":"N.A.","Order":9},{"ID":"db8137af-8717-422a-a27f-b72253cb45a6","Title":"Workload","Description":"3-0-0-3-4
Workload Components : A-B-C-D-E \r\n
A: no. of lecture hours per week \r\n
B: no. of tutorial hours per week \r\n
C: no. of lab hours per week \r\n
D: no. of hours for projects, assignments, fieldwork etc per week \r\n
E: no. of hours for preparatory work by a student per week","Order":10}],"ReadingFormatted":[],"ReadingUnformatted":[]}],"Lecturers":["Teng Siew Geok"],"LecturePeriods":["Tuesday Afternoon"]}]}