AFX4130 - Bank management and risk analysis

Leader: Dr Shrimal Perera

Offered

Caulfield Second semester 2007 (Day)

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 managing financial crises for banks.

Objectives

The learning objectives of this unit are to:

• describe the functions and objectives of financial intermediaries;
• outline a framework for analysing the risks facing financial institutions in the context of their functions and objectives;
• explain how bank management address these risks in the current banking environment, including dealing with risk return trade offs, prudential supervision, asset management, loan pricing, liabilities and equity, off balance sheet banking, asset-liability management, measuring bank performance and managing financial crises;
• apply critical thinking, problem solving and presentation skills in individual and/or group activities dealing with bank management and risk analysis.

Assessment

Assignment: 40%
Examination (3 hours): 60%

Contact hours

3 hours per week

Prerequisites

Enrolment in an honours or masters program offered by the Faculty of Business and Economics

Prohibitions

AFF4070 and AFC3170