FINM3006

Description

Notes include weeks 1-12 lectures and include notes from the assigned readings of the textbook/s. Relevant chapters are clearly displayed. Tutorial material is included where appropriate. Topics: Week 1 – Roles and Operations of Banks (CH 1 & 2): Week 2 – Bank financial statements and banking risks (CH 7): Week 3 –Bank runs and deposit insurance, Interest rates, interest rate risk and the repricing model, IR risk - Maturity and Duration Models (CH 8 & 9): Week 4 – Interest Rate Risk: The maturity and duration models, – Lending Policies and Credit Risk: Individual Risk (CH Appendix 8A, 9 & 10): Week 5 – Lending and Credit Risk Individual Risk, – Lending Policies and Credit Risk Concentration (CH 10): Week 6 – Regulation: Capital Adequacy (CH N/A): Week 7-9 – Securitisation (CH 25 & 26): Week 10-11 – The subprime and global financial crisis (CH N/A): Week 12 - Revision