Asset and Liability Management
Brief description
- Balance sheet structure of banks
- Controlling balance sheet items
- Controlling short-term and structural liquidity
- Interest rate risk management
- Management of structural foreign exchange positions
- Equity management
- Risks and risk management
- Regulations
Mode of delivery
face to face
Type
compulsory
Recommended or required reading and other learning resources/tools
Own notes, PowerPoint slides and exercise sheets
Planned learning activities and teaching methods
Classroom teaching, independent solving of examples, discussion with students
Assessment methods and criteria
Continuous assessment (student contributions in class) and written exam
Prerequisites and co-requisites
Financial Mathematics, Descriptive Statistics, Inferential Statistics, Fixed Income, Options, Portfolio Management
Infos
Degree programme
Banking and Finance (engl.)
Cycle
Bachelor
ECTS Credits
3.00
Language of instruction
English
Curriculum
Full-Time
Academic year
2025
Semester
5 WS
Incoming
No
Learning outcome
After successful completion of the course, students can
- analyse risks arising from the relationship between assets and liabilities and derive appropriate measures
- explain how the short-term and structural liquidity of a bank is determined, and how these liquidities can be managed
Course code
1229-19-01-VZ-EN-46