Asset and Liability Management

• 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

2021

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