- Docente: Giuliana Caivano
- 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)
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 for Banks
- 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
Lectures (the methods of delivery will be confirmed in the next weeks, in line with University decision on COVD emergency)
Assessment methods
Written exam composed by 24 multiple choice questions (1 point each) and 1 excercise (8 points). Duration of 60 min.
Preliminary mark graduation:
- <18 insufficient
- 18-22 sufficient
- 23-27 good
- 28-30 optimal
- 30+ excellent
The methods of delivery of the exam (face-to-face or online) will be defined according to the indications of the University taking into account the state of emergency COVID.
Teaching tools
Further material by the teacher
Office hours
See the website of Giuliana Caivano
SDGs
This teaching activity contributes to the achievement of the Sustainable Development Goals of the UN 2030 Agenda.