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Financial Institutions

  • Teacher(s):   E.Fiole  
  • Course given in: English
  • ECTS Credits: 3 credits
  • Schedule: Autumn Semester 2019-2020, 2.0h. course (weekly average)
  •  sessions
  • site web du cours course website
  • Related programmes:
    Master of Science (MSc) in Finance, Orientation Asset and Risk Management

    Master of Science (MSc) in Finance : Financial Entrepreneurship and Data Science

    Master of Science (MSc) in Finance, Orientation Corporate Finance

 

Objectives

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.

Contents

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.

References

Mandatory:

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

Potential:

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).

Pre-requisites

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

Evaluation

First attempt

Exam:
Written 2h00 hours
Documentation:
Not allowed
Calculator:
Allowed with restrictions
Evaluation:

Retake

Exam:
Written 2h00 hours
Documentation:
Not allowed
Calculator:
Allowed with restrictions
Evaluation:


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