Syllabus
Registration at the institute
| Day | Date | Time | Room |
|---|---|---|---|
| Wednesday | 03/16/22 | 01:00 PM - 05:00 PM | D2.0.342 Teacher Training Raum |
| Wednesday | 03/23/22 | 01:00 PM - 05:00 PM | D2.0.392 |
| Wednesday | 03/30/22 | 01:00 PM - 05:00 PM | D2.0.392 |
| Wednesday | 04/06/22 | 01:00 PM - 05:00 PM | D3.0.218 |
| Wednesday | 04/20/22 | 01:00 PM - 05:00 PM | D2.0.392 |
| Wednesday | 04/27/22 | 01:00 PM - 05:00 PM | D2.0.392 |
| Wednesday | 05/04/22 | 01:00 PM - 03:00 PM | TC.2.02 |
| Wednesday | 05/11/22 | 01:00 PM - 03:00 PM | D2.0.392 |
- Economic function of banks
- Regulatory environment
- Principles of bank-wide risk management (ICAAP)
- Credit risk measurement and validation
- Credit risk management
- ICAAP analysis
After completing this course the student will have the ability to
· explain the institutional background for modern risk management in the banking industry,
· identify risks
· quantify risks (focus is on credit risk)
· aggregate risks and derive an appropriate capital allocation
· apply a risk-based pricing and management
· critically review models and concepts
· efficiently work in groups
The standard attendance requirement (80%) applies, i.e., you can miss one unit.
During the lecture, the students get the relevant information based on the presentation of the slides. Thereafter, case studies and examples are used to gain a deeper understanding of the content.
10% Take-Home Excersise based on Required Reading
25% Case Study 1 (Group Work)
25% Case Study 2 (Group Work)
40% Final Exam
· Good knowledge of financial markets and instruments
· Good knowledge of statistical inference
· Basic knowledge of corporate finance
· Excellent command of R
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