Type of Credit: Required
Credit(s)
Number of Students
This course studies various tops of risks arising in financial institutions. This course will cover interest rate risk, market risk, credit risk, off-balance-sheet risk, foreign exchange risk, and sovereign risk.
能力項目說明
The objective of this course is to introduce the process and important concepts of finance and risk management of financial institutions. Students will form permanent small groups of size 4 for following projects:
News report
Each group is required to prepare a 30 minute group presentation of most recent financial news all over the world.
Midterm project and presentation
Each group will study and present a financial risk case.
Final project and presentation
Final project will focus on application of risk management to real world.
| 教學週次Course Week | 彈性補充教學週次Flexible Supplemental Instruction Week | 彈性補充教學類別Flexible Supplemental Instruction Type |
|---|---|---|
|
Week |
Topic |
Material |
Presentation |
|
1 |
Introduction |
|
|
|
2 |
Interest rate risk I |
Textbook CH8 |
|
|
3 |
Interest rate risk II |
Textbook CH9 |
International finance environment 1 |
|
4 |
Credit Risk I |
Textbook CH10 |
International finance environment 2 |
|
5 |
Credit Risk II
|
Textbook CH10 |
|
|
6 |
Credit Risk III |
Textbook CH11 |
International finance environment 3 |
|
7 |
Liquidity risk |
Textbook CH12 |
International finance environment 4 |
|
8 |
Midterm exam review |
|
|
|
9 |
Midterm exam |
|
|
|
10 |
Foreign exchange risk |
Textbook Ch13 |
Financial crisis case 1 |
|
11 |
Sovereign risk |
Textbook Ch14 |
Financial crisis case 2 |
|
12 |
Market risk |
Textbook Ch15 |
Financial crisis case 3 |
|
13 |
Off-balance sheet risk |
Textbook Ch16 |
Financial crisis case 4 |
|
14 |
Final exam review |
|
|
|
15 |
Final exam |
|
|
|
16 |
Final project I |
|
|
|
17 |
Final project II |
|
|
|
18 |
Final project III |
|
|
Grade is based on performance across two exams, three group projects and presentations, and participation.
|
Exams |
Midterm exam |
20% |
|
|
Final exam |
30% |
|
Projects |
News report |
10% |
|
|
Midterm project and presentation |
15% |
|
Participation |
Final project and presentation Peer grading |
15% 10% |
Financial Institutions Management: A Risk Management Approach, by Anthony Saunders and Marcia Cornett, McGraw Hill.