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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%