Banking, Insurance and Risk Management

Faculteit Economie en Bedrijfskunde
Jaar 2021/22
Vakcode EBM067A05
Vaknaam Banking, Insurance and Risk Management
Niveau(s) master
Voertaal Engels
Periode semester II a
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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, interest market risk, and other relevant risks 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. There is also an additional focus on Climate Risk.
Uren per week variabel
Onderwijsvorm -gastcollege ,  -hoorcollege ,  -werkcollege
Toetsvorm -groepsopdracht,  -schriftelijk tentamen (open en mc vragen)
Vaksoort master
Coördinator A. Rauf, PhD. MSc.
Docent(en) prof. dr. L.H. Hoogduin , A. Rauf, PhD. MSc. ,prof. dr. L.J.R. Scholtens
Verplichte literatuur
Titel Auteur ISBN Prijs
Risk Management and Financial Institutions, 5th edition, 2018 Hull, John ca. €  80,00
Selected articles from academic journals, articles from the Financial Times
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: G. Pol, phone +31(0)50 363 3685, e-mail, 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