The course is designed to provide students with knowledge and key concepts in the financial institutions and the banking management with a focusing on the asset liability and risk management.
It is primarily intended for the first years student who study the Master program in Banking and Finance.
The course covers the following topics:
- Overview of the Financial Institutions and the financial system;
- Financial Infrastructures of the European Central Banks;
- Measuring and Evaluating the performance of Banks;
- Asset-Liability Management: Interest Rate Sensitivity and Duration Gap;
- Hedging with futures and forwards in Asset Liability Management;
- Banking regulations in terms of the deposit insurance and the capital management.
The course consists of lecturing, assignments, seminars, computer labs, quiz and whiteboard exercises.