Unit information: Bank Management and Risk Management in 2021/22

Unit name	Bank Management and Risk Management
Unit code	EFIMM0052
Credit points	15
Level of study	M/7
Teaching block(s)	Teaching Block 2 (weeks 13 - 24)
Unit director	Dr. Horvath
Open unit status	Not open
Pre-requisites	None
Co-requisites	Specifically for students studying on the MSc in Economics and Finance - if taking this unit, you can not take: EFIMM0006 - Banking OR EFIMM0054 - Principles of Financial Intermediation OR EFIMM0053 - Banking Regulation and Financial Stability
School/department	School of Accounting and Finance - Business School
Faculty	Faculty of Social Sciences and Law

Description including Unit Aims

This unit introduces students to the management decisions banks make. The unit will focus primarily on assessing and managing bank risks (e.g. credit risk, market risk, etc.), however, other business decisions, such as the type of lending a bank engages in, or its geographic and organizational structure, will also be addressed. The unit covers

• Asset-liability management (including liquidity and interest rate risk management)
• Evaluating bank performance (e.g. balance sheet ratios)
• Capital allocation
• Securitization
• The organizational structure of a bank
• Product diversification and geographic expansion
• Measuring risk (measuring probability of default, loss given default, dependencies, market risk)
• Risk management tools (e.g. use of derivatives, risk limits)

Intended Learning Outcomes

On completion of this unit students will be able to:

1. Demonstrate understanding of the trade-offs banks face when making management decisions;
2. Demonstrate understanding of and critically evaluate the main concepts used to evaluate a bank’s performance;
3. Assess the risks banks typically face;
4. Demonstrate understanding of and use credit, market and operational risk models;
5. Apply various risk management tools.

Teaching Information

Teaching will be delivered through a combination of synchronous and asynchronous sessions including lectures, tutorials, drop-in sessions, discussion boards and other online learning opportunities

Assessment Information

Resources

If this unit has a Resource List, you will normally find a link to it in the Blackboard area for the unit. Sometimes there will be a separate link for each weekly topic.

If you are unable to access a list through Blackboard, you can also find it via the Resource Lists homepage. Search for the list by the unit name or code (e.g. EFIMM0052).

How much time the unit requires
Each credit equates to 10 hours of total student input. For example a 20 credit unit will take you 200 hours of study to complete. Your total learning time is made up of contact time, directed learning tasks, independent learning and assessment activity.

See the Faculty workload statement relating to this unit for more information.

Assessment
The Board of Examiners will consider all cases where students have failed or not completed the assessments required for credit. The Board considers each student's outcomes across all the units which contribute to each year's programme of study. If you have self-certificated your absence from an assessment, you will normally be required to complete it the next time it runs (this is usually in the next assessment period).
The Board of Examiners will take into account any extenuating circumstances and operates within the Regulations and Code of Practice for Taught Programmes.