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Financial Institutions

  • Enseignant(s): D.Wunderli
  • Titre en français: Institutions financières
  • Cours donné en: anglais
  • Crédits ECTS: 3 crédits
  • Horaire: Semestre de printemps 2017-2018, 2.0h. de cours (moyenne hebdomadaire)
  •  séances
  • Formations concernées:
    Maîtrise universitaire ès Sciences en finance : Entrepreneuriat financier et science des données

    Maîtrise universitaire ès Sciences en finance, Orientation finance d'entreprise

    Maîtrise universitaire ès Sciences en finance, Orientation gestion des actifs et des risques

 

Objectifs

This course provides an introduction to risk management within financial institutions. The focus is on understanding the concepts, on how financial institutions manage these risks and how these risks are addressed in regulation (particularly bank regulation).

This knowledge provides a sound basis for working in and/or doing research on financial institutions.

Contenus

The course will be based on the standard-setting textbook "Financial Institutions Management. A Risk Management Approach" by Saunders & Cornett (9th edition).

Where appropriate, I will add references or some slides on case studies or regulatory documents from Europe or Switzerland.

We are going to cover chapters

  • 1 Why are Financial Institutions Special?
  • 2 Financial Services: Depository Institutions
  • 7 Risks of Financial Institutions
  • 8 Interest Rate Risk I
  • 9 Interest Rate Risk II
  • 10 Credit Risk: Individual Loan Risk
  • 11 Credit Risk: Loan Portfolio and Concentration Risk
  • 12 Liquidity Risk
  • 15 Market Risk
  • 18 Liability and Liquidity Management
  • 20 Capital Adequacy
  • 24 Swaps
  • 26 Securitization
Subject to change.

Références

Financial Institutions Management. A Risk Management Approach" by Saunders & Cornett (9th edition)

Financial Stability Reports (from various years), Swiss National Bank (as well as other central banks or IMF)

Basel Committee on Banking Supervision (BCBS) documents.

Research papers where appropriate (tba).

Pré-requis

Basic knowledge of a bank's balance sheet, basic mathematical skills.

Evaluation

1ère tentative

Examen:
Ecrit 2h00 heures
Documentation:
Non autorisée
Calculatrice:
Autorisée avec restrictions
Evaluation:

Rattrapage

Examen:
Ecrit 2h00 heures
Documentation:
Non autorisée
Calculatrice:
Autorisée avec restrictions
Evaluation:


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