Risk Management for Financial Institutions
Power point presentations
In the middle of the semester there is a midterm examination that covers sections (1) and (2) of the reading list. The exam contains (a) questions of general knowledge from the reading material, (b) questions from current economic events and articles in the Financial Press that were discussed in class, (c) arithmetic problems similar to the problems in the textbook, whose solutions are distributed in the beginning of the class.
The midterm exam grade count towards the final grade only if it is better than the final exam grade.
The final exam has a similar structure as the midterm exam but covers all six sections of the course.
Students are introduced to modern risk management in Banking, the historical development of these techniques, as well as the evolving nature of Bank Regulation.
- Search for, analysis and synthesis of data and information, using the necessary technology
- Decision making
- Working independently
- The Financial System, the international financial crisis and the Greek crisis
- Interest Rate Risk
- Duration and Portfolio Immunization.
- Management of Interest rate Risk: Interest Rate Futures & Swaps
- Management of Interest rate Risk: Securitization
- Credit Risk
- Foreign exchange risk and country risk
- Μarket Risk
- Capital Adequacy
- Textbook: Financial Institutions Management: A Risk Management Approach, by A. Saunders & M.M. Cornett, McGraw Hill, New York, 2014, 8th edition, ISBN # 978-0-07-803480-0ISBN: 978-9963-274-38-3 Broken Hill Publishers 2017
