DRM705 Risk Analysis and Modelling (D/650/5660) Assignment Brief 2026

University	Qualifi Ltd
Subject	DRM705 Risk Analysis and Modelling (D/650/5660)

Qualifi Level 7 Unit DRM705 Assignment Brief 2026

Qualification	Level 7 Diploma in Risk Management (610/2175/1)
Unit Reference Number	D/650/5660
Unit Code	DRM705
Unit Title	Risk Analysis and Modelling
Unit Level	7
Number of Credits	20
Total Qualification Time (TQT)	200 hours
Guided Learning Hours (GLH)	100 hours

Unit Aim

This unit aims to provide learners with an understanding of the core concepts and tools used to build modern risk analysis models. It introduces learners to the foundations of risk analysis. These core concepts are then combined to explore a number of modern risk analysis modelling techniques. This unit will provide learners with the skills needed to apply these techniques in real life situations.

Learning Outcomes and Assessment Criteria

Learning Outcomes When awarded credit for this unit, a learner will:	Assessment Criteria Assessment of this learning outcome will require a learner to demonstrate that they can:
1 Understand the concept of operational risk and the Basel II model.	1.1 Explain the concept operational risk.
	1.2 Discuss the Basel II’s ten ‘Sound Practices’ concepts.
	1.3 Analyse seven types of official Basel II events.
2 Understand how to apply risk models in an organisational setting.	2.1 Identify and apply three common methods to calculate operational risk capital
	2.2 Explain the scope of Standardised Measurement Approach (Basel III)
	2.3 Assess the Standardised approach for credit risk as per Basel III recommendations.
3 Be able to apply financial models in an organisational context.	3.1 Explain the concept and equation of Black– Scholes model.
	3.2 Assess situations were Black–Scholes model can be applied.
	3.3 Analyse Knightian uncertainty, Ellsberg paradox, Black swan events.
	3.4 Discuss how Dynamic Financial Analysis can be used in an organisational context.

	3.5 Explain Value at risk (VaR) based risk management
	3.6 Explain and apply the mathematical models of VaR, CVaR and EVaR

Indicative Content

Black–Scholes in practice: Tail risk, Liquidity risk, Volatility risk, Gamma hedging.
Knightian uncertainty, Ellsberg paradox – examples.
Top Black Swan Events in History: Fukushima Accident, Collapse of the World Trade Centre, The Collapse of The Soviet Union.
DFA: Business mix, reinsurance, asset allocation, profitability, solvency, and compliance.
VaRo: variance-covariance VaR or delta-gamma VaR, historical simulation VaR or resampled VaR.
Conditional Value-at-Risk (CVaR).
Entropic value at risk (EVaR).

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