Risk Analysis and Management

A tantárgy neve magyarul / Name of the subject in Hungarian: Kockázatelemzés és -kezelés

Last updated: 2013. november 4.

Budapest University of Technology and Economics
Faculty of Electrical Engineering and Informatics

Business Information Systems MSc.

Specialization:

Analytical Business Intelligence 

Financial Informatics
Course ID Semester Assessment Credit Tantárgyfélév
VIHIM277   3/0/1/v 5  
3. Course coordinator and department Dr. Levendovszky János,
8. Synopsis The course is concerned with the identification, assessment and analysis of the different forms of enterprise risk. It also focuses on the techniques of handling and avoiding risks in order to help the decision maker with different strategies in risk mitigation. The syllabus includes the following areas: Identification of errors and hazardous elements prone to failure. Construction of risk indicators and identifying key risk factors. Developing risk reporting plans, action plans and applying risk mitigation techniques. Stochastic risk models.
Behavioural simulation, algorithmic tools of risk analysis. Variance reduction and fine tuning. Evaluation of simulation results. Optimization problems, scenario analysis, Cox law. The role and identification of episodes. Testing mechanisms, testing plans, stress test. Risk estimation models and procedures. Stochastic reliability models, survival functions, lifecycle distributions, hazard. Case dependent inference, and error-model based risk estimation methods.
14. Required learning hours and assignment
Kontakt óra 
Félévközi készülés órákra 
Felkészülés zárthelyire 
Házi feladat elkészítése 
Kijelölt írásos tananyag elsajátítása 
Vizsgafelkészülés 
Összesen