First cycle
degree courses
Second cycle
degree courses
Single cycle
degree courses
School of Economics and Political Science
ECONOMICS AND FINANCE
Course unit
BANKING: ADVANCED RISK MANAGEMENT
EPP7078460, A.A. 2018/19

Information concerning the students who enrolled in A.Y. 2017/18

Information on the course unit
Degree course Second cycle degree in
ECONOMICS AND FINANCE
EP2422, Degree course structure A.Y. 2017/18, A.Y. 2018/19
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Degree course track Common track
Number of ECTS credits allocated 6.0
Type of assessment Mark
Course unit English denomination BANKING: ADVANCED RISK MANAGEMENT
Website of the academic structure http://www.economia.unipd.it
Department of reference Department of Economics and Management
Mandatory attendance No
Language of instruction English
Branch PADOVA
Single Course unit The Course unit CANNOT be attended under the option Single Course unit attendance
Optional Course unit The Course unit can be chosen as Optional Course unit

Lecturers
Teacher in charge FRANCESCO ZEN SECS-P/11

ECTS: details
Type Scientific-Disciplinary Sector Credits allocated
Educational activities in elective or integrative disciplines SECS-P/11 Economics of Financial Intermediaries 6.0

Course unit organization
Period Second semester
Year 2nd Year
Teaching method frontal

Type of hours Credits Teaching
hours
Hours of
Individual study
Shifts
Lecture 6.0 42 108.0 No turn

Calendar
Start of activities 25/02/2019
End of activities 14/06/2019

Examination board
Examination board not defined

Syllabus
Prerequisites: Banking: Financial and Risk Management
Target skills and knowledge: The aim is to explain the definition and the management of the risks that characterized a bank. In particular, knowledges about different types of risks and the most important tools to measure and manage them will be deepened.
The analysis will be carried out both in the perspective of the Chief Risk Officer and Chief Financial Officer.
Examination methods: Written examination (open questions)
Assessment criteria: It is expected that the students reach the following targets:
- to know the credit risk;
- to know the market risk;
- to know the liquidity risk;
- to know the interest rate risk in the banking book and the asset/liability management.
A critical approach and an active participation to the lectures and the discussions proposed are considered main elements for the whole knowledge evaluation.
Course unit contents: Credit risk;
Market risk;
Liquidity risk;
Interest rate risk in the banking book and the asset/liability management;
Other types of risks;
Supervisory regulation on risks;
Market where to hedge different types of risks.
Planned learning activities and teaching methods: Frontal Lecture and occasional Seminars.
Additional notes about suggested reading: A. Resti, A. Sironi, Risk Management and Shareholders' value in Banking, Wiley

Other readings will be suggested during the course.
Textbooks (and optional supplementary readings)
  • A. Resti, A. Sironi, Risk Management and Shareholders' value in Banking. --: Wiley, 2007. Cerca nel catalogo

Innovative teaching methods: Teaching and learning strategies
  • Lecturing
  • Problem based learning
  • Problem solving

Innovative teaching methods: Software or applications used
  • Moodle (files, quizzes, workshops, ...)

Sustainable Development Goals (SDGs)
Quality Education Industry, Innovation and Infrastructure Reduced Inequalities