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Module Specifications.

Current Academic Year 2024 - 2025

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Date posted: September 2024

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Module Title
Module Code (ITS)
Faculty School
Module Co-ordinatorSemester 1: Brian O'Kelly
Semester 2: Brian O'Kelly
Autumn: Brian O'Kelly
Module TeachersBrian O'Kelly
Mark Cummins
Sandeep Keshava Rao
NFQ level 9 Credit Rating
Pre-requisite Not Available
Co-requisite Not Available
Compatibles Not Available
Incompatibles Not Available
None
Array
Description

This course aims to give students a thorough understanding of banking and the risks associated with running a bank.

Learning Outcomes

1. Explain how banks are capitalised and funded
2. Evaluate the principal risks to which banks are exposed
3. Determine the capital required to satisfy the regulator
4. Measure the performance of a bank
5. Appreciate how banking failed in the credit-liquidity crisis and the lessons to be learned
6. Appreciate how the regulatory environment has changed and how this affects their business model.



Workload Full-time hours per semester
Type Hours Description
Lecture48The lecturer will present the essential ideas and core concepts, pointing students towards resources where they can get further information.
Independent Study48Preparation for lectures and assigned readings.
Assignment Completion29Individual / group project on a topic approved by the Lecturer.
Total Workload: 125

All module information is indicative and subject to change. For further information,students are advised to refer to the University's Marks and Standards and Programme Specific Regulations at: http://www.dcu.ie/registry/examinations/index.shtml

Indicative Content and Learning Activities

1.
Introduction: the role of banks

2.
Banks and the credit-liquidity crisis

3.
Asset and liability management: liquidity and liquidity gaps; the LCR, NSFR and leverage ratios; the behavioural maturity of liabilities

4.
Asset and liability management: interest rate risk in the banking book; the earnings and economic value approaches; target duration of equity

5.
Assessing the creditworthiness of projects

6.
Credit portfolio risk: the Vasicek model; Basel II

7.
Market risk and proprietary trading

8.
Banking and the role of the central bank

9.
The credit union model as an alternative to the banking model

10.
Deposit guarantee schemes, resolution and recovery plans

Assessment Breakdown
Continuous Assessment% Examination Weight%
Course Work Breakdown
TypeDescription% of totalAssessment Date
AssignmentIndividual / group project25%Week 10
Indicative Reading List

  • 0: Bessis, J. Risk Management in Banking, 4th edition. Wiley, 2015, 217376
  • 0: Hull, J.C. Risk Management and Financial Institutions, 3rd edition, Wiley, 2007, 217377
  • 0: Choudhry, M. An Introduction to Banking, Wiley, 2011,
Other Resources

None

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