RISK MANAGEMENT IN BANKING

LESSON PLAN

Module: Risk Management in Banking

Module Objectives: This module aims to examine technical issues related to

LECTURE TOPIC READINGS

1 Unit 1: Banking Risks and Regulations in Banking

Bessis – Chapter 1,2,3,6

2 Unit 2: Risk Management Process and Risk Models

Bessis – Chapter 4-9

3 Unit 3: Asset-Liability Management Bessis – Chapter 10-14

4 Unit 4: Options and Convexity Risk in Banking

Bessis – Chapter 20-21

5 Unit 5: Mark-to-Market Management in Banking

Bessis – Chapter 22-25

6 Unit 6: Funds Transfer Pricing Bessis – Chapter 26-27

T1 Tutorial for Topics 1-67 Unit 7: Portfolio Analysis Bessis – Chapter 28

8 Unit 8: Risks: Market, Credit and Portfolio Bessis – Chapter 29-50

9 Unit 9: Capital Allocation Bessis – Chapter 51-52

10 Unit 10: Risk Adjusted Performance Bessis – Chapter 53

11 Unit 11: Risk-adjusted Performance Bessis – Chapter 54

12 Unit 12: Portfolio and Capital Management Bessis – Chapter 55-60

T2 Tutorial for Topics 7-12

13 Unit 13: Revision

The timing/scheduling of topics may be varied depending on student feedback and progress.

TEXTBOOK:

1 Lesson Plan

RISK MANAGEMENT IN BANKING

1.Bessis, Joel. (2002). Risk Management in Banking (2nd Edition). West Sussex: John Wiley and Sons, Ltd.Anthony Saunders :Financial Institutions Management- A risk management approach, 6th edition.

SUPPLEMENTARY READING:

1. Hempel, George H. and Simonson, Donald G. (1999). Bank Management (5th Edition). Hoboken, New Jersey: John Wiley and Sons, Inc.

2. Hull, John C. (2007). Risk Management and Financial Institutions. Upper Saddle River, New Jersey: Pearson Prentice Hall.

3. Rose, Peter S. And Hudgins, Sylvia C. (2008). Bank Management and Financial Services (7th Edition). Singapore: McGraw-Hill Irwin.

2 Lesson Plan