Bank management and risk analysis
Professor Michael Skully
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
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
Juttner D and Valentine T The economics and management of financial institutions Longman Cheshire, 1987
Koch T W Bank management Dryden, 1988
| Published by Monash University, Clayton, Victoria
3168 Copyright © Monash University 1996 - All Rights Reserved - Caution Authorised by the Academic Registrar December 1996 |