Module manager: Alessio Bongiovanni
Email: a.bongiovanni@leeds.ac.uk
Taught: Semester 2 (Jan to Jun) View Timetable
Year running 2024/25
| LUBS2260 | Banks and Banking Systems |
| LUBS2265 | Commercial Banking |
This module is not approved as a discovery module
This module examines the major banking risks with an emphasis on their measurement and management. The focus is on the implementation of conventional risk-management techniques to cope with risks that arise from i) the asset side; ii) the liability side and iii) from a bank’s exposure to off-balance sheet activities. Practical examples will be used to demonstrate the effectiveness of risk-management strategies in reducing a bank’s exposure to risks.
By completing this module, students will acquire an understanding of the role and importance of risk-management in the modern banking business. They will be familiar with tools and strategies to quantify and reduce the exposure of a bank to risks. The module will provide students with the ability to apply quantitative tools that are conventionally part of the management of banking risks.
After completing this module students should be able to:
- Identify and assess the major banking risks
- Explain and critically evaluate conventional risk-management techniques in the banking industry
- Explain and critically assess the key differences between ‘Gap Analysis’ and ‘Duration Gap Analysis’ in the management of interest rate risk
- Describe and critically evaluate a stress-test analysis of major banking risks.
1. Banking risks
2. Credit Risk Management: Individual Loan Risk
3. Credit Risk Management: Portfolio Risk
4. Liquidity Risk Management
5. Interest rate risk management: Gap Analysis and Duration Gap Analysis
6. Interest rate risk management: The use of derivatives
7. Market risk and value at risk (VaR)
8. Operational risks
9. International risk assessment
10. Risk reporting and stress tests
11. Banking Ethics
| Delivery type | Number | Length hours | Student hours |
|---|---|---|---|
| Lecture | 11 | 1.5 | 16.5 |
| Seminar | 5 | 1 | 5 |
| Private study hours | 78.5 | ||
| Total Contact hours | 21.5 | ||
| Total hours (100hr per 10 credits) | 100 | ||
This could include a variety of activities, such as reading, watching videos, question practice and exam preparation.
Formative feedback will be available through feedback on some Mock Exam.
| Exam type | Exam duration | % of formal assessment |
|---|---|---|
| Standard exam (closed essays, MCQs etc) | 2.0 Hrs 0 Mins | 100 |
| Total percentage (Assessment Exams) | 100 | |
The resit for this module will be 100% by 2 hour examination.
The reading list is available from the Library website
Last updated: 11/25/2024
Errors, omissions, failed links etc should be notified to the Catalogue Team