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Banking, Insurance and Risk Management
| Faculteit | Economie en Bedrijfskunde |
| Jaar | 2017/18 |
| Vakcode | EBM067A05 |
| Vaknaam | Banking, Insurance and Risk Management |
| Niveau(s) | master |
| Voertaal | Engels |
| Periode | semester II a |
| ECTS | 5 |
| Rooster | rooster |
| Uitgebreide vaknaam | Banking, Insurance and Risk Management | ||||||||||||||||||||||||
| Leerdoelen | Upon completion of the course the student is able to: 1. Analyze what financial institutions do and the risks they incur. 2. Analyze and assess the key approaches to measure and manage credit risk, operational risk, interest rate risk, liquidity risk and market risk with financial institutions. 3. Analyze and assess the current practices and principles of financial supervision of the financial industry. |
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| Omschrijving | Financial institutions such as banks play a key role in the current economic system. Due to this role, they are regulated and supervised to ensure that financial crises (like the 2007 subprime crisis) should not occur. This course concentrates on different risks that financial institutions take, how these risks can be managed, and how the current regulation, especially Basel III, is devised. In particular, we analyze interest rate risk, market risk, credit risk, liquidity risk and operational risk of financial intermediaries. | ||||||||||||||||||||||||
| Uren per week | 4 | ||||||||||||||||||||||||
| Onderwijsvorm |
hoorcolleges
(and guestlecture(s)) |
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| Toetsvorm | opdracht(en), schriftelijk tentamen met meerkeuzevragen, schriftelijk tentamen met open vragen | ||||||||||||||||||||||||
| Vaksoort | master | ||||||||||||||||||||||||
| Coördinator | dr. M.A. Lamers | ||||||||||||||||||||||||
| Docent(en) | dr. M.A. Lamers ,prof. dr. L.J.R. Scholtens | ||||||||||||||||||||||||
| Verplichte literatuur |
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| Entreevoorwaarden | Only for MSc Finance students and for students from the MSc EORAS. Students are expected to have prior knowledge about asset pricing and derivative instruments. It is highly advised to have completed the course Derivate Instruments. | ||||||||||||||||||||||||
| Opmerkingen | Secretary: E. Jelsema, phone +31(0)50 3633685, e-mail: e.t.jelsema@rug.nl, room: 5411.0836 | ||||||||||||||||||||||||
| Opgenomen in |
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