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SSST Subjects

EC 370 Risk Management

 
 

Programme(s) where module is offered

  • BSc in Economics with Finance
  • BSc in Business and Management with Finance
 

Status (core, option, free choice)

Core

 

FHEQ Level

6

 

Unit Value

6 ECTS

 

Semester taught

Autumn

 

Pre-Requisite Modules or Qualifications

None

 

Module Code

EC 370

 

Module coordinator

Dr. Deni Memić

 

Applicable From

2017

 

Educational Aims of the Module

  • Banking is essentially a risk management business.
  • The module will introduce students to major types of risk in banking (market, operational and credit risks), the risk management process and techniques.
  • Since banking is one of the most regulated industries, the module also covers the regulatory framework, capital requirements and loss provisioning in banking.
 

Module Outline/Syllabus

  • Functions and forms of banking

  • Managing banks

  • Banking regulation (Basel I, II, III, FBA)

  • Understanding Corporate credit risk (borrowers, products, main risk drivers, mitigation techniques and tools/ rating models, early warning signals, portfolio management, disbursement, contracting, recovery)

  • Understanding Retail credit risk (borrowers, products, main risk drivers, mitigation techniques and tools/ scoring models, collection, portfolio management)

  • The credit process and credit risk management

  • Market risks (FX; IR, liquidity) VaR, mitigation tools

  • Operational risk (main drivers, framework for management and mitigation)

  • Regulatory capital and supervision under Basel II

  • Capital adequacy, allocation and integrated stress testing to risks

  • Loan loss provisioning/concept, supporting accounting standards, tools

 

Student Engagement Hours

Type Number per Term Duration Total Time

Lectures

15 1.5 22.5

Workshops

5 1.5 7.5

Seminars

5 1.5 7.5
Tutorials 5 1.5 7.5
Total Guided/Independent Learning Hours 45.0
Total Contact Hours 105.0
Total Engagement Hours 150.0
 

Assessment Method Summary

Type Number Required Duration / Length Weighting Timing / Submission Deadline

Subject Test

1

1 hour

10%

Week 4

Mid-semester exam

1

2 hours

20%

Week 8

Group Poster

1

n/a

20%

Week 15

Group project and presentation

1

3 hours

50%

Week 17

 

Module Outcomes

Intended Learning Outcomes:

  • Demonstrate a critical understanding of risk management and loss provisioning

  • Demonstrate a critical understanding of major risks in banking

  • Understand the main features of Basel regulatory framework

  • Understand the risk management process

  • Understand the major risk management methodologies

Teaching and Learning Strategy:

  • Lectures will provide core information relating to module material (ILO:1-5)

  • Tutorials (ILO: 1-5)

  • Research/investigation assignments will encourage self-study and group engagement (ILO:2-5)

  • Guided, independent study (ILO:1-5)

Assessment Strategy:

  • Exams and Group Poster (ILO:1-5)

Practical Skills:

  • Interpret financial data

  • Interpret financial statements

  • Theoretically apply risk management techniques

Teaching and Learning Strategy:

  • Lectures (PS: 1-3)

  • In-class exercises (PS: 1-3)

Assessment Strategy:

  • Written Exam (PS:1-2)

  • Group Poster (PS: 3)

  • Test (PS: 1-2)

Transferable Skills:

  • Numeracy Skills

  • Team working skills

  • Communication Skills

  • Analytical thinking and problem solving

Teaching and Learning Strategy:

  • Lectures (TS: 1, 4)

  • In-class exercises (TS: 1-4)

Assessment Strategy:

  • Group Poster (TS:2-4)

  • Test (TS: 1)

  • Written Exam (TS: 4)

 

Key Texts and/or other learning materials

Set text

  • Bessis, J., (2015), Risk Management in Banking, 5th Edition, Wiley

Supplementary Materials

  • Apostolik R., Donohue C. & Went P., (2009) Foundations of Banking Risk: An Overview of Banking, Banking Risks, and Risk-Based Banking Regulation, GARP

  • Bank for International Settlements, (2015), Basel Committee on Banking Supervision [online], http://www.bis.org/bcbs/history.pdf (Accessed 1 July 2016)

  • Hull, J., (2015), Risk Management and Financial Institutions, 4th Edition, Wiley

  • Saunders, A. & Allen, L. (2010) Credit Risk Measurement – In and Out of the Financial Crisis, 3rd Edition, Wiley

Please note

This specification provides a concise summary of the main features of the module and the learning outcomes that a typical student might reasonably be expected to achieve and demonstrate if he/she takes full advantage of the learning opportunities that are provided.

More detailed information on the learning outcomes, content and teaching, learning and assessment methods of each module and programme can be found in the departmental or programme handbook.

The accuracy of the information contained in this document is reviewed annually by the University of Buckingham and may be checked by the Quality Assurance Agency.

Date of Production : January 2017 

Date approved by School Learning and Teaching Committee

Date approved by School Board of Study

Date approved by University Learning and Teaching Committee

Date of Annual Review

       
Ptica

Posjeti nas

Hrasnička cesta 3a, Sarajevo, 71 000

Bosna i Hercegovina

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Fax: +387 33 975 030

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