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Regular version of the site
Master 2015/2016

Bank Management

Type: Elective course (Economics)
Area of studies: Economics
Delivered at: Department of Banking
When: 1 year, 3, 4 module
Instructors: Daria Balkovskaya (conducts seminars and checks works), Svetlana Y. Khasyanova (author, delivers lectures and administers exams)
Master’s programme: Economics
Language: English
ECTS credits: 9

Course description:

This course is focused on the study of assets, liabilities and capital management in banking aimed to maximize the economic value of the bank. The main attention is paid to risk management in accordance with the international recommendations for risk management organization in the bank. Moreover it covers modern trends in the financial services industry: globalization, financial innovation and technology.

Instructor:Hasyanova Svetlana U.

Credit points: 9

Facult:Faculty of Economics

Language: Russian

Level: Master

Academic hours: 105

Syllabus

1. Government Regulation of Banking

2. Capital Management

3. Liability Management

4. Asset Management

5. Management of Credit Portfolio

6. Management of Trading and Investment Portfolio

7. Management of Reserves for Possible Losses

8. Risk Management

8.1. Credit Risk

8.2. Market Risk

8.3. Operational Risk

8.4. Liquidity Risk

9. Financial Stability Management

10. Management of the Financial Result

 

Readings

1. Bessis J. (2010). Risk management in banking. Chichester: John Wiley & Sons, Ltd., 2nd ed.

2. Freixas X., Rochet J.- C. (2008). Microeconomics of  banking. Cambridge: MIT Press, 2nd ed.

3. Sinkey, Joseph F. (2006). Commercial bank financial management. Terry College of Business, The University of Georgia, New Jersey.

4. Mishkin, Frederic S. (2005). The Economics of money banking and financial markets. Boston, San Francisco, New York, London, Tokyo.

5. Matten C. (2000). Managing bank capital: Capital allocation and performance measurement. Chichester: John Wiley & Sons, Ltd., 2nd ed.

6. Rose, Peter S. (1993). Commercial bank management. Texas University, IRWIN Homewood, Boston.