363-1100-00L Risk Case Study Challenge
| Semester | Autumn Semester 2020 |
| Lecturers | A. Bommier, S. Feuerriegel, J. Teichmann |
| Periodicity | yearly recurring course |
| Course | Does not take place this semester. |
| Language of instruction | English |
Courses
| Number | Title | Hours | Lecturers | |
|---|---|---|---|---|
| 363-1100-00 S | Risk Case Study Challenge
 Does not take place this semester. The course takes place in FS 2021. | 2 hrs | A. Bommier, S. Feuerriegel, J. Teichmann |
Catalogue data
| Abstract | This seminar provides master students at ETH with the challenging opportunity of working on a real risk case in close collaboration with a company. For Fall 2019 the Partner will be Credit Suisse and the topic of cases will focus on machine learning applications in finance. |
| Objective | Students work in groups on a real risk-related case of a business relevant topic provided by experts from Risk Center partners. While gaining substantial insights into the risk modeling and management of the industry, students explore the case or problem on their own, working in teams, and develop possible solutions. The cases allow students to use logical problem solving skills with emphasis on evidence and application and involve the integration of scientific knowledge. Typically, the cases can be complex, cover ambiguities, and may be addressed in more than one way. During the seminar, students visit the partners’ headquarters, interact and conduct interviews with risk professionals. The final results will be presented at the partners' headquarters. |
| Content | Get a basic understanding of o Risk management and risk modelling o Machine learning tools and applications o How to communicate your results to risk professionals For that you work in a group of 4 students together with a Case Manager from the company. In addition you are coached by the Lecturers on specific aspects of machine learning as well as communication and presentation skills. |
| Prerequisites / Notice | Please apply for this course via the official website (www.riskcenter.ethz.ch/education/lectures/risk-case-study-challenge-.html). Apply no later than September 13, 2019. The number of participants is limited to 16. |
Performance assessment
| Performance assessment information (valid until the course unit is held again) | |
Performance assessment as a semester course | |
| ECTS credits | 3 credits |
| Examiners | B. J. Bergmann, A. Bommier, S. Feuerriegel, J. Teichmann |
| Type | graded semester performance |
| Language of examination | English |
| Repetition | Repetition only possible after re-enrolling for the course unit. |
Learning materials
| No public learning materials available. | |
| Only public learning materials are listed. |
Groups
| No information on groups available. |
Restrictions
| General |  : Special students and auditors need a special permission from the lecturers |
| Places | Limited number of places. Special selection procedure. |
| Beginning of registration period | Registration possible from 30.08.2020 |
| Waiting list | until 20.09.2020 |
| End of registration period | Registration only possible until 13.09.2020 |
