Risk management in financial institutions

Ects : 3

Enseignant responsable :

  • BEATRICE MICHEL

Volume horaire : 21

Description du contenu de l'enseignement :

Part 1 : Key issues facing the Bank and the economy

  • Role of banks
  • Banks and monetary policy
  • Systemic risks
  • Specificities of bank governance

Part 2 : The key risks of the banks

  • Liquidity, interest rate, credit, market and operational risk

Part 3 : Prudential requirements

  • From Basel I to basel III

Part 4 : Risk management and internal control

Risk organisation

Key points of internal control matters

 

(students will analyse banks reports throughout the course to illustrate each key concept)

Coefficient : 1

Compétence à acquérir :

To facilitate understanding of the structure of banks in the economy (Including Russian environment )

To have a better appreciation of overall balance of banks

Mode de contrôle des connaissances :

Practical case and final exams

Bibliographie, lectures recommandées

Risk management in banking - J. BESSIS - Ed. John Wiley& Sons; 3rd Edition (11 décembre 2009)