Module Description

Bank Management and Financial 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 (ML). The module is designed as a useful preparation for internationally recognised certificates such as the «Chartered Financial Analyst (CFA)», the «Certificate in Quantitative Finance (CQF)», or the «Financial Risk Manager (FRM)».

Kurse in diesem Modul

Bank Management and Financial Risk Management:

Bank Management

  • Introduction and banking history
  • Learning from financial crises
  • Key mechanisms of banks
  • Type of banks
  • Banking environment in Switzerland and around the world
  • Basics in regulatory, legal, and accounting requirements
  • The future of banking (digitisation, FinTech, BigTechs in finance, neobanks, open finance)
  • DLT and crypto assets
  • Negotiation techniques in banking

 

Financial 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
Vorlesung mit 4 Lektionen pro Woche
Disclaimer

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