NHA406E – Finance and Banking Focus 1 – Bank Risk Management

0
12

1. COURSE OBJECTIVES

This module addresses topics that are important for managing banking institutions in a rapidly changing international environment. The module examines the identification, measurement, monitoring and control of different types of risk within commercial banks. Most topics focus on providing economic rationales for risk management and analyzing the methods to assess risk in banking institutions, the techniques banks use modify and reshape risks, discuss and debate recent events concerning banking institutions and their implications.

2. COURSE CONTENT 

 

No.

Content

Time Allocation

Contribution to CLO

Hour(s) on the class

Self-study with teacher’s tutorials

Lecture

Essays, exercise, 

Assignments

Practice, Seminar

1-2

Chapter 1. Overview of bank risk management

4

0

3

12

1,8,9,10,11,12,13,14,15,16

3-4

Chapter 2. Interest Rate Risk management.

4

3

3

13

2,8,9,10,11,12,13,14,15,16

5-6

Chapter 3. Market Risk management

4

3

3

12

3,8,9,10,11,12,13,14,15,16

7-8

Chapter 4. Credit Risk management.

6

3

3

8

4,8,9,10,11,12,13,14,15,16

9

Mid-term examination

0

0

1.5

8.5

 

10-11

Chapter 5. Liquidity Risk management.

4

2

3

4

5,8,9,10,11,12,13,14,15,16

12-13

Chapter 6. Operational Risk

management.

4

2

3

11

6,8,9,10,11,12,13,14,15,16

14-15

Chapter 7. Capital adequacy framework.

4

2

3

14

7,8,9,10,11,12,13,14,15,16

Total

30

15

22.5

82.5

 

3. COURSE ASSESSMENT

– Score ladder: 10

– Type of assessment

Form 

Content

Criteria

CLO 

Proportion

 

Formative

Attendance

 

The number of attendances and participation in lesson

 

 8,16

 

10%

Midterm exam

Issues have been studied

Written exam in 45 minutes

 1-7

30%

Summative

Final test

 

Written exam in 45 minutes

 1-7

60%

 

 

 

Total:

100%