Financial Institutions Management
7.5 credits cr.
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The aim of this course is to provide students with knowledge and key concepts in the financial institutions and the banking management with a focusing on the asset liability and risk management.
The course is designed to provide students with knowledge and key concepts in the financial institutions and the banking management with a focusing on the asset liability and risk management.
It is primarily intended for the first years student who study the Master program in Banking and Finance.
The course covers the following topics:
- Overview of the Financial Institutions and the financial system;
- Financial Infrastructures of the European Central Banks;
- Measuring and Evaluating the performance of Banks;
- Asset-Liability Management: Interest Rate Sensitivity and Duration Gap;
- Hedging with futures and forwards in Asset Liability Management;
- Banking regulations in terms of the deposit insurance and the capital management.
The course consists of lecturing, assignments, seminars, computer labs, quiz and whiteboard exercises.
Knowledge and understanding
1. Understand the roles of the financial system and the contingents of the bank industry.
2. Define the tools used by the EU central bank for price stability.
Skills and abilities
3. Perform the GAP and duration analysis.
4. Create hedging strategy using forward, future contract.
Judgement and Approach
5. Evaluate banks' performance based on banks financial statement and return and risk ratio analysis.
6. Critically assess the bank capital requirement and the deposit insurance pricing strategy.
ScheduleThe schedule will be available no later than one month before the start of the course. We do not recommend print-outs as changes can occur. At the start of the course, your department will advise where you can find your schedule during the course.
Course literatureNote that the course literature can be changed up to two months before the start of the course.
Hempel, G.E. Sim & Simonson, D. (1999), "Bank Management: Text and Cases", Fifth Edition. John Wiley & sons, Inc.
Course coordinator: firstname.lastname@example.org
Head of course: Ai Jun Hou