Comprehensive Study Notes for Final Exam (BANK2011 - Banking and the Financial System)

Description

Comprehensive and well-organised note based on lectures, tutorials and textbook. It covers content from weeks 7-12, in preparation for the final exam. Final exam requires in-depth understanding of the theoretical aspect as well as the calculation aspect. My notes include detailed description of the theoretical content from the textbook and thorough research work. I have also included step-by-step calculations for each type of calculation required. Received a High Distinction grade for the overall course mark. The contents of the notes are as follows (content from mid-semester exam to final exam): - Wk 7: Foreign Exchange Risk – Measurement and Management - Wk 8: Credit Risk - Corporate Lending and Credit Risk Estimation - Wk 9: Credit Risk - Individual Loan Risk - Wk 10: Credit Risk - Loan Portfolios and Concentration Risk - Wk 11: Credit Risk - Risk Management Techniques - Wk 12: Liquidity Risk - Measurement and Management - Wk 13: Bank Regulation - The Basel Capital Accord