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MEASUREMENT AND FINANCIAL RISK MANAGEMENT Single discipline educational activity
Course Sheet Academic Year of enrolment:
Disciplinary Sector:
Economics of Financial Intermediaries
Professor and Collaborators:
Hours of classroom activity:
Objectives Contents The course aims to analyze the management problems - financial and non-financial - of banks.
To this purpose and in particular, the analysis develops along the following main strands:
Extended Syllabus 1) Risk Management and the Government of Risks
2) Active-phase management and the risk of interest in institutions
- Measurement models and management logic
- internal transfer rates
3) The risk of liquidity: origins and definition
- Measurement models and management logic
4) The market risk: definition and types
- Measurement models and management logic.
4) Credit risk: definition and peculiarity
- Measurement models and management logic
- Applications of credit risk models
6) Operating risk:
- definition, measure, and management
7) the risks and prospects for regulatory assets
8) Origins and evolution of the Basel agreements
Recommended Bibliography • Andrea Resti e Andrea Sironi, "Rischio e valore nelle banche", Milano, EGEA, 2021
In the classroom, the professor will provide additional didactic material for deepening.
Methods of Provision Teaching Methods The course is structured during the 48 hours of frontal teaching, providing a strong interactive component between teacher and students.
Frontal teaching comprises theoretical lessons and seminars held by experts in the reference sector.
Evaluation methods Verification of learning:
The exam includes an oral test.
Contacts/More Information E-mail: francesca.pucci3@unich.it
Student reception days and times: Thursday 11-12 during the lessons. In the remaining periods, consult the "notices" section on the professor's web page.
