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
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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.
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))
Toetsvorm opdracht(en), schriftelijk tentamen met meerkeuzevragen, schriftelijk tentamen met open vragen
Vaksoort master
Coördinator dr. M.A. Lamers
Docent(en) dr. M. Hernandez Tinoco ,dr. M.A. Lamers
Verplichte literatuur
Titel Auteur ISBN Prijs
Risk Management and Financial Institutions, 4th edition, 2015 John Hull 978-1118955949 ca. €  80,00
Selected articles from academic journals.
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: Ms. E. Jelsema, phone +31(0)50 3633685. E-mail: e.t.jelsema@rug.nl. Room 5411.0836.
Opgenomen in
Opleiding Jaar Periode Type
DD MSc Finance - Lund University, Lund (1,5-jarig)  (basisprogramma voor studenten van FEB) 1 semester II a verplicht
DD MSc Finance – UAIC of Iasi, Romania (2-jarig)  (basisprogramma voor studenten uit Iasi) 2 semester II a keuzegroep
MSc Econometrics, Operations Research & Actuarial Studies/EORAS  ( Actuarial Studies) 1 semester II a keuzegroep
MSc Econometrics, Operations Research & Actuarial Studies/EORAS  (keuzevakken MSc EORAS) 1 semester II a keuze
MSc Finance  (keuzevakken A MSc Finance) 1 semester II a keuze