Financial Institutions
- Teacher(s): R.Mihet
- Course given in: English
- ECTS Credits: 3 credits
- Schedule: Autumn Semester 2021-2022, 2.0h. course (weekly average)
-
sessions
-
course website
-
Related programmes:
Master of Science (MSc) in Finance, Orientation Asset and Risk Management
Master of Science (MSc) in Finance, Orientation Corporate Finance
Master of Science (MSc) in Finance : Financial Entrepreneurship and Data Science -
Permalink:
ObjectivesCourse objective: This course will focus on the financial management and regulation of financial institutions, with a primary focus on commercial banks. Students should be able to comprehend the various forms of risks faced by intermediaries and the trade-offs required in order to balance portfolio risks and returns. The focus will be on the modern techniques of asset, liability and risk management, with an eye towards the regulatory issues on capital adequacy, deposit insurance and risk-shifting as they affect the safety and soundness of the financial system. At times, we will hear from practitioners in the banking industry, academics, as well as economists in central banks and international organizations who have studied or worked in the management of financial risks. This knowledge provides a sound basis for working in and/or doing research on financial institutions and financial regulation. ContentsMain topics:
Grading: Your grade will be determined by the following:
ReferencesCourse textbook:
Other useful textbooks:
If you are interested in how government and central banks react to financial crisis, the best notes are on David Romer’s website: “Short-Run Fluctuations” available on his website at Berkeley (http://elsa.berkeley.edu/~dromer, version January 2013). I will also assign some:
Subject to change. Pre-requisitesBasic knowledge of a bank's balance sheet, basic mathematical skills, experience with Excel spreadsheets. EvaluationFirst attempt
Retake
|
[» go back] [» courses list]