Modulbeschreibung

Digital Banking and Risk Management

ECTS-Credits:
6
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

Kurse in diesem Modul

Digital Banking and Risk Management:

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
Vorlesung mit 4 Lektionen pro Woche
Disclaimer

Diese Beschreibung ist rechtlich nicht verbindlich! Weitere Informationen finden Sie in der detaillierten Modulbeschreibung.