The Bank management course will answer the following questions : what are the risks faced by banks? How are these risks measured, modeled and managed? The course will address the following issues: the bank regulation on risks (Basel I and Basel II), the different types of risk (market, credit, operational and interest rate), the measures of risk (value at risk and stress testing), the management of risk (information, decision process and organization) and the career opportunities.
After attending this course students should be able :
During this course the professor will try to transmit the following messages to students :
The pedagogic method will be based on lectures by the professor, exercises done in the classroom and at home, case studies using a spreadsheet and presentations by students.
In order to access the private space dedicated to this course, please enter your user identifier (Id) and your password (Pwd) in the identification grid located on the left.