AFF4070

Bank management and risk analysis

Mr Michael Vincent

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; be familiar with the risk return trade-off faced by banks in many aspects of bank operation; be aware of different techniques for managing risk - including their practical implementation using the treasury dealing room facility; be able to analyse the impact of bank policies on bank performance; be knowledgeable as to the need for central bank prudential supervision of the banking sector and its current implementation in the Australian context.

Synopsis Topics include 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% · Examination (3 hours): 50%

Prescribed texts

Gup B E and others Commercial bank management Wiley, 1989

Back to the 1999 Business and Economics Handbook