MN52131: Risk management for banking
[Page last updated: 23 October 2023]
| Academic Year: | 2023/24 |
| Owning Department/School: | School of Management |
| Credits: | 5 [equivalent to 10 CATS credits] |
| Notional Study Hours: | 100 |
| Level: | Masters UG & PG (FHEQ level 7) |
| Period: |
- Semester 2
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| Assessment Summary: | EXCB 100% |
| Assessment Detail: |
- Closed-book written examination (EXCB 100%)
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| Supplementary Assessment: |
- Like-for-like reassessment (where allowed by programme regulations)
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| Requisites: |
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| Learning Outcomes: |
By the end of the unit, you will be able to:
- Identify, quantify and evaluate a variety of financial market risks faced by banks
- Demonstrate understanding of credit, market and liquidity risk models
- Describe and compare the main approaches to the analysis and evaluation of risk within banks across different risk categories
- Apply various risk management tools
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| Synopsis: | Develop your understanding of the key types of risks banks face, like market risk, credit risk and liquidity risk. You will gain the skills to apply various techniques to manage these risks.
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| Content: | Key elements to be included:
- Development of risk management
- Portfolio risk
- Risk-adjusted performance measures
- Value at risk, stress tests, and scenarios
- Financial derivatives and risk hedging strategies
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| Course availability: |
MN52131 is Compulsory on the following courses:
School of Management
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Notes: - This unit catalogue is applicable for the 2023/24 academic year only. Students continuing their studies into 2024/25 and beyond should not assume that this unit will be available in future years in the format displayed here for 2023/24.
- Courses and units are subject to change in accordance with normal University procedures.
- Availability of units will be subject to constraints such as staff availability, minimum and maximum group sizes, and timetabling factors as well as a student's ability to meet any pre-requisite rules.
- Find out more about these and other important University terms and conditions here.
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