SemesterFall Semester, 2019
DepartmentMA Program of Money and Banking, First Year
Course NameFinance and Risk Management of Financial Institutions
InstructorLIN CHING-TING
Credit3.0
Course TypeRequired
Prerequisite
Course Objective
Course Description
Course Schedule






















































































































Week



Topic



Material



Presentation



1



Introduction



 



 



2



Interest rate risk I



Textbook CH8



 



3



Interest rate risk II



Textbook CH9



International finance environment 1



4



Credit Risk I



Textbook CH10



International finance environment 2



5*



Holiday



 



 



6



Credit Risk II



Textbook CH11



International finance environment 3



7



Liquidity risk



Textbook CH12



International finance environment 4



8



Midterm exam review



 



 



9



Midterm exam



 



 



10



Foreign exchange risk



Textbook Ch13



Financial crisis case 1



11



Sovereign risk



Textbook Ch14



Financial crisis case 2



12



Market risk



Textbook Ch15



Financial crisis case 3



13



Off-balance sheet risk



Textbook Ch16



Financial crisis case 4



14



Final exam review



 



 



15



Final exam



 



 



16



Final project



 



 



17*



Holiday



 



 



18



TBA



 



 



Teaching Methods
Teaching Assistant

TBA


Requirement/Grading

Grade is based on performance across two exams, three group projects and presentations, and participation.
































Exams



Midterm exam



20%



 



Final exam



30%



Projects



News report



10%



 



Midterm project and presentation



15%



 



Participation



Final project and presentation



Peer grading



15%



10%



Textbook & Reference

Financial Institutions Management: A Risk Management Approach, 8th edition, by Anthony Saunders and Marcia Cornett, 2018, 9th ed. McGraw Hill.


Urls about Course
Attachment