These BANK3011 notes are completed using the textbook, all the lectures and assigned readings. They cover the whole semester. Clearly written notes are tabulated for easy understanding and following with concepts. Included topics are:
- Introduction and overview of the financial system and the role of Banks
- Interest rate risk: measurement
- Market risk: measurement and the application of Value at Risk
- Credit risk: individual loan risk measurement
- Credit risk: loan portfolios and concentration risk measurement
- Fintech Risk
- Credit risk: management techniques
- Sovereign risk: measurement and management
- Liquidity risk: measurement and management
- Deposit insurance and other liability guarantees
- Capital adequac
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