1. COURSE OBJECTIVES
This module addresses topics that are important for managing banking institutions in a rapidly changing international environment. The module examines the identification, measurement, monitoring and control of different types of risk within commercial banks. Most topics focus on providing economic rationales for risk management and analyzing the methods to assess risk in banking institutions, the techniques banks use modify and reshape risks, discuss and debate recent events concerning banking institutions and their implications.
2. COURSE CONTENT
No. |
Content |
Time Allocation |
Contribution to CLO |
|||
Hour(s) on the class |
Self-study with teacher’s tutorials |
|||||
Lecture |
Essays, exercise, Assignments |
Practice, Seminar |
||||
1-2 |
Chapter 1. Overview of bank risk management |
4 |
0 |
3 |
12 |
1,8,9,10,11,12,13,14,15,16 |
3-4 |
Chapter 2. Interest Rate Risk management. |
4 |
3 |
3 |
13 |
2,8,9,10,11,12,13,14,15,16 |
5-6 |
Chapter 3. Market Risk management |
4 |
3 |
3 |
12 |
3,8,9,10,11,12,13,14,15,16 |
7-8 |
Chapter 4. Credit Risk management. |
6 |
3 |
3 |
8 |
4,8,9,10,11,12,13,14,15,16 |
9 |
Mid-term examination |
0 |
0 |
1.5 |
8.5 |
|
10-11 |
Chapter 5. Liquidity Risk management. |
4 |
2 |
3 |
4 |
5,8,9,10,11,12,13,14,15,16 |
12-13 |
Chapter 6. Operational Risk management. |
4 |
2 |
3 |
11 |
6,8,9,10,11,12,13,14,15,16 |
14-15 |
Chapter 7. Capital adequacy framework. |
4 |
2 |
3 |
14 |
7,8,9,10,11,12,13,14,15,16 |
Total |
30 |
15 |
22.5 |
82.5 |
3. COURSE ASSESSMENT
- Score ladder: 10
- Type of assessment
Form |
Content |
Criteria |
CLO |
Proportion |
|
Formative |
Attendance |
|
The number of attendances and participation in lesson |
8,16 |
10% |
Midterm exam |
Issues have been studied |
Written exam in 45 minutes |
1-7 |
30% |
|
Summative |
Final test |
|
Written exam in 45 minutes |
1-7 |
60% |
|
|
|
Total: |
100% |