Contact

Bank management course

Course summary

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.

Learning objectives

After attending this course students should be able :

To read and analyze the balance sheet and profit and loss account of a bank
To understand the bank risks: credit, market, operational and interest rate
To measure the credit risk of a firm debt with the option approach
To measure the market risk of a market position with the VaR approach
To use an option pricing tool

Teaching goals

During this course the professor will try to transmit the following messages to students :

The concepts of risk and uncertainty
The importance of regulation in the banking sector
The importance of models in risk management
The importance of derivative products in risk management
The usefulness of options as a way to understand risk

Animation of the course

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.

Private access

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.