The course aims at analysing the problems connected with both the financial and the non-financial management of banks. Namely, this analysis is carried out along the following streams:
The role and peculiarities of risk management in financial institutions.
The objectives, applications and technical features of risk measurement and management models: interest rate risk, market risk, liquidity risk, credit risk and operational risk.
Capital regulation: recent evolution and problems posed by the recent financial crisis.
Capital management and the process of value creation in financial institutions.
Supervisory policies on financial and insurance institutions, with a focus on internal controls and organizational and capital adequacy.
By the end of this course you should be able to:
Evaluate the impact of the main strategies on the shareholder value creation of modern global banks
Be aware of the main banking risk measurement techniques
Critically evaluate the application of the main risk management techniques in banking
Understand the main capital allocation methods within modern banks
Comprehend why banks need regulation and distinguish between the different types of regulation.