Core
6
6 ECTS
Autumn
None
EC 370
Dr. Deni Memić
2017
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
| 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 | ||
| 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 |
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)
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:
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