- Docente: Giovanni Cardillo
- Credits: 6
- SSD: SECS-P/11
- Language: Italian
- Teaching Mode: Traditional lectures
- Campus: Forli
- Corso: Second cycle degree programme (LM) in Economics and Commerce (cod. 0905)
-
from Nov 10, 2025 to Dec 15, 2025
Learning outcomes
The purpose of the course is to provide students with a set of financial tools to properly analyse and manage the risks underlying financial instruments and financial intermediaries. By the end of the course, students learn how to analyze, valuate and manage different types of risks.
Course contents
- Course overview - Risk Management in Banking
- Credit Risk Part I (Probability of Default, Loss Given Default and Exposure at Default, Scoring Models)
- Credit Risk Part II (Portfoglio Models)
- Market Risk
- Liquidity and Interest Rate Risk
- Counterparty Risk
- Operational Risk
- Evolution of Risk Management Regulation in banking
Readings/Bibliography
Andrea Resti, Andrea Sironi. RISCHIO E VALORE NELLE BANCHE. Egea Editore.
Booklet materials provided by the instructor
Teaching methods
Frontal lectures and Excel Tutorials.
Assessment methods
Written exam composed by 11 multiple choice questions and 3 open questions. Duration of 60 min.
Preliminary mark graduation:
- <18 insufficient
- 18-22 sufficient
- 23-27 good
- 28-30 optimal
- 30+ excellent
Teaching tools
Teaching materials provided by the instructor
Office hours
See the website of Giovanni Cardillo