6060 Y2E Advanced Topics in Banking
Univ.Prof. Dr. Rainer Jankowitsch
Contact details
Weekly hours
Language of instruction
02/01/23 to 02/17/23
Registration via LPIS
Notes to the course
This class is only offered in summer semesters.
Day Date Time Room
Monday 03/13/23 09:00 AM - 01:00 PM D4.0.127
Monday 03/20/23 09:00 AM - 01:00 PM D4.0.127
Monday 03/27/23 09:00 AM - 01:00 PM D4.0.127
Monday 04/17/23 09:00 AM - 01:00 PM D4.0.127
Monday 04/24/23 09:00 AM - 01:00 PM TC.3.11
Monday 05/08/23 09:00 AM - 11:00 AM TC.4.27
Monday 05/15/23 09:00 AM - 11:00 AM TC.3.11
  • Economic function of banks
  • Regulatory environment
  • Principles of bank-wide risk management (ICAAP)
  • Credit risk measurement and validation
  • Credit risk management
  • ICAAP analysis
Learning outcomes

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

Attendance requirements

The standard attendance requirement (80%) applies, i.e., you can miss one unit.

Teaching/learning method(s)

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

Prerequisites for participation and waiting lists

· 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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Availability of lecturer(s)

Last edited: 2022-11-03