- Docente: Andi Duqi
- 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)
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from Nov 06, 2023 to Dec 12, 2023
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
Teaching methods
Frontal lectures.
Problem solving sessions using Excel or dedicated software.
Assessment methods
Written exam composed by multiple choice questions and problem solving. Duration of 120 min.
Preliminary mark graduation:
- <18 insufficient
- 18-22 sufficient
- 23-27 good
- 28-30 optimal
- 30+ excellent
Teaching tools
Further material provided by the instructor
Office hours
See the website of Andi Duqi
SDGs
This teaching activity contributes to the achievement of the Sustainable Development Goals of the UN 2030 Agenda.