Bank management and risk analysis
Mr Kevin Tant
6 points * 3 hours per week * First, second semester * Caulfield
Objectives On completion of this subject students should, at an advanced level, be: able to understand the contribution of the banking sector to the economy; familiar with the risk return trade-off faced by banks in many aspects of bank operation; aware of different techniques for managing risk - including their practical implementation using the Treasury Dealing Room facility; able to analyse the impact of bank policies on bank performance; knowledgeable as to the need for central bank prudential supervision of the banking sector and its current implementation in the Australian context.
Synopsis Functions and objectives of banks; the risk return trade off; prudential supervision; asset management; loan pricing; liabilities and equity; off balance sheet banking; asset-liability management; measuring bank performance and strategic planning for banks.
Assessment Assignment: 50% * Final examination (3 hours): 50%
Prescribed texts
Aspinwall R and Eisenbeis R Handbook for banking strategy Wiley, 1985
Channon D F Bank strategic planning and marketing Wiley, 1986
Gup B E and others Commercial bank management Wiley, 1989
Koch T W Bank management Dryden, 1988
Juttner D and Valentine T The economics and management of financial institutions Longman Cheshire, 1987