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23694 - Bank Management- Credit Risk Management

Academic Year 2007/2008

  • Docente: Rocco Corigliano
  • Credits: 5
  • SSD: SECS-P/11
  • Language: Italian
  • Teaching Mode: In-person learning (entirely or partially)
  • Campus: Bologna
  • Corso: Second cycle degree programme (LS) in Finance and Banking (cod. 0219)

Learning outcomes

The purpose of the course is mainly to analyze a central issue of the banking functioning, the credit scoring evaluation, and its economical and managerial involvement. Large part of the course focuses on the modern evaluation techniques and credit scoring, following the new discipline about the minimum capital requirements.

Course contents

1)      Financing models and firms' financial requirements.

2)      The coverage of financial needs by bank credits.

3)      Evaluation of firms' credit capacity and bank loans analysis.

4)      The Bank-firm relationship.

5)      Minimum capital requirements and credit risk (Basel II).

6)      Corporate ratings.

7)      Internal ratings (IRB approach) and the credit risk management.

8)      Consequences on the SMEs financing. 

Readings/Bibliography

Reference Textbooks are:

  1. Le banche e l'intermediazione creditizia, in R. Corigliano, L'intermediazione finanziaria, vol. 1 p. 226-284
  2. Il rischio di credito, in R. Corigliano, L'intermediazione finanziaria, vol 2, p. 3-44
  3. R. Corigliano, Banca e impresa in Italia: caratteri evolutivi del relationship lending e sostegno dello sviluppo, (see www.sa.unibo.it - didattica/Economia della banca/materiale didattico)
  4. Banca d'Italia, Circ. n. 263 del 27.12.2006 – Titolo 2° - cap. 1 parti 1 e 2 (Rischio di credito).

Teaching methods

The course is structured in classes, workshops, and seminars. 

Assessment methods

Valuation is based on an oral exam, about the whole content of the course. Attending students may take exam choosing from the following group themes:

1)      Firms' financing models: corporate bonds and bank loans.

2)      Relationship lending: theoretical aspects and operational involvement.

3)      Basel II: new  vigilance rules (see circ. N. 263, tit.1, cap.1).

4)      Internal ratings (see circ. 263 – tit. 2 cap. 1, first and second part).

5)      Capital requirement for supervisory purposes and evaluation of firms' capital adequacy (circ.263 – tit. 1 cap. 2 and tit. 3 cap. 1).

6)      External ratings.

7)      The “Centrale dei rischi” institution.

8)      Credit and firms' growth.

Links to further information

http://www2.sa.unibo.it/docenti/corigliano/

Office hours

See the website of Rocco Corigliano