Modulbeschreibung
Bank Management and Financial Risk Management
Kürzel:
Durchführungszeitraum:
ECTS-Credits:
Arbeitsaufwand (h):
Lernziele:
The students get a high-level overview of managing a bank. On the one hand, they get familiar with the
core aspects of traditional instances of a universal bank such as the credit department, the treasury, and
the risk function. On the other hand, they learn the implications of recent disruptive elements of the
banking industry such as digitisation, new types of trading venues, distributed ledger technology (DLT),
FinTech, open banking, and machine learning
Verantwortliche Person:
Standort (angeboten):
Zusätzlich vorausgesetzte Kenntnisse:
Knowledge of elementary probability theory, interest in financial markets
Skriptablage:
Modultyp:
Bemerkungen:
Workload[h]
Contact hours: 56
Guided self-study: 56
Individual self-study: 68
ECTS-Credits pro Kategorie
Modulbewertung
Bewertungsart:
Leistungsbewertung
Während des Semesters:
Bewertungsart:
Kurse in diesem Modul
Bank Management and Financial Risk Management
Kürzel:
Semester:
Plan und Lerninhalt:
Topic area I: Business Models in Banking
- Introduction and banking history
- Key mechanisms of banks
- Type of banks
- Banking environment in Switzerland and around the world
- Basics in regulatory, legal, and accounting requirements
- Learning from financial crises
Topic area II: Risk Management
- Introduction to financial risk management (origination, relevance, countermeasures, elements of
best practise) - Credit risk management (loss distribution, risk quantification, credit models, rating models,
multiple yield curves, marketable products and derivatives, Basel accords) - Market risk management (market overview, financial products, hedging)
- Other risks
- Asset-liability-management (ALM)
- Model risk management (SR 11-7)
- Introduction to machine learning (ML) in finance and its implications on risk management
Topic area III: Digital Banking
- Digitisation in banking
- FinTech
- Neobanks
- BigTechs in banking
- Open finance and open banking
Ansprechspersonen:
Unterrichtssprache:
Lehr- und Lernmethoden:
Lectures, exercises, case studies, discussions, excursions
Bibliographie:
Mandatory:
- The lecture is based on a comprehensive slide deck.
- Guided self-study (mainly exercises) is key for the understanding of the content.
Optional:
- Further literature for in-depth studies will be announced during the lectures.
Kursart:
Durchführung gemäss Stundenplan