FE536 – Spring2005

Syllabus

Introduction

Introduction to Risk Management in Banking

Rules of Risk Management

Bonds

Duration

Interest Rate Risk 1

Interest Rate Risk 2

Emerging Markets

Regulations on Depository Inst.

Statement Analysis of Depository Inst.

Basel & RBC

Credit Risk Introduction

Credit Risk Management

Credit Risk Management 2

Value Based Bank Management

Var - Fundamentals

Var - Applications