Topic outline

  • General

  • WEEK 1

    • Introduction to the course
    • Chp.7: Risk Management for Changing Interest Rates: Interest Rate Risk I- GAP Management.

      Rose and Hudgings (2013), 

    •  Interest –Sensitive Gap Management


  • WEEK 2

    CH7: Risk Management for Changing Interest Rates: Interest Rate Risk I- Gap Management

    Rose and Hudgings (2013), 

    •  Interest –Sensitive Gap Management


    • WEEK 3

      CH7: Risk Management for Changing Interest Rates: Interest Rate Risk II- Duration Management

      Rose and Hudgings (2013), 

      •   Duration Gap Management
      •   Limitations of Interest rate risk management techniques


    • WEEK 4

       

      CH 10: The Investment Function in Financial-Services Management

      Rose and Hudgings (2013), Chp.10

      •       Nature and functions of investments
      •    Investment Securities Available: advantages and Disadvantages
      •    Measuring expected returns


    • WEEK 5

      CH 10: The Investment Function in Financial-Services Management

      Rose and Hudgings (2013), Chp.10

      •       Nature and functions of investments
      •    Investment Securities Available: advantages and Disadvantages
      •    Measuring expected returns


      • WEEK 6

        CHP 11: Liquidity and Reserves Management: Strategies and Policies

        Rose and Hudgings (2013)

        •       Sources of demand for and supply of liquidity
        •    Why financial firms have liquidity problems
        •   Liquidity management strategies


      • WEEK 7

        CHP 11: Liquidity and Reserves Management: Strategies and Policies

        Rose and Hudgings (2013)

        •       Sources of demand for and supply of liquidity
        •    Why financial firms have liquidity problems
        •   Liquidity management strategies


        • WEEK 8

          CHP 12: Managing and Pricing Deposit Services

          Rose and Hudgings (2013), Chp.12

          •      Types of deposit accounts offered
          •     The changing mix of deposits and deposit costs
          •  Pricing deposit services


        • WEEK 9

          CHP 12: Managing and Pricing Deposit Services

          Rose and Hudgings (2013), Chp.12

          •      Types of deposit accounts offered
          •     The changing mix of deposits and deposit costs
          •  Pricing deposit services


          • WEEK 10

            CHP 15: Management of Capital

            Rose and Hudgings (2013), Chp.15

            • Capital and Risk Exposures
            • Types of Capital in use
            • Capital as the center piece of Regulation
            • Basel I and Basel II
            • Planning to Meet Capital needs


          • WEWK 11

            CHP 15: Management of Capital

            Rose and Hudgings (2013), Chp.15

            • Capital and Risk Exposures
            • Types of Capital in use
            • Capital as the center piece of Regulation
            • Basel I and Basel II
            • Planning to Meet Capital needs