Risk Management in Banking

Vrije Universiteit Amsterdam

Course Description

  • Course Name

    Risk Management in Banking

  • Host University

    Vrije Universiteit Amsterdam

  • Location

    Amsterdam, The Netherlands

  • Area of Study

    Business, Economics

  • Language Level

    Taught In English

  • Course Level Recommendations

    Upper

    ISA offers course level recommendations in an effort to facilitate the determination of course levels by credential evaluators.We advice each institution to have their own credentials evaluator make the final decision regrading course levels.

    Hours & Credits

  • ECTS Credits

    6
  • Recommended U.S. Semester Credits
    3
  • Recommended U.S. Quarter Units
    4
  • Overview

    COURSE OBJECTIVE
    This course offers a comprehensive introduction in Risk Management and especially related to the banking sector. This course is structured in six parts, covering the fundamentals how a bank works and to what risktypes they are exposed:
    1. The working of banks and the different business models;
    2. Supervision and banking regulation;
    3. Different risk types: Credit Risk, Market Risk and Operational Risk;
    4. Different risk types: Interest Rate Risk and Liquidity Risk;
    5. Integrated Risk Management and Stress Testing;
    6. Fundamental uncertainty and Complexity.

    All six parts of the course are closely knitted to the learning goals of Quantitative skills, Academic skills, Bridging theory and practice. You will learn to think as a risk manager and will be challenged to have a holistic view.

    Upon successful completion of the course students are able to:

    • Explain and analyse the working of bank and the business models;
    • Outline and interpret regulation and the impact on banks;
    • Explain, analyse and evaluate the different risk types;
    • Identify and apply different risk measure techniques;
    • Create and discuss a view on integrated risk management and uncertainty.

    COURSE CONTENT
    You will learn the fundamentals of banking and the working of banks in the financial markets. What are the risks where the banks have to deal with? How can you identify, monitor and report the different risk types? How are they aligned with each other, and last but not least, how can you manage these risks with all this knowledge? The course will cover balance sheet management and the impact on the business model. How can you optimize your balance sheet and develop a sustainable business model taking all the risks into account. You will be able to interpret banking regulation and have a good view on the supervisory authorities. Upon completion you will be challenged to have a holistic view on risk management and discussions will take place regarding instability and uncertainty.

    TEACHING METHODS
    Interactive lectures and Tutorials

    TYPE OF ASSESSMENT
    Final written exam (Individual assessment) and assignments.

    RECOMMENDED BACKGROUND KNOWLEDGE
    Finance I; Accounting I; A basic course in quantitative methods and/or statistics is strongly recommended

Course Disclaimer

Courses and course hours of instruction are subject to change.

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