Module Specifications..
Current Academic Year 2023 - 2024
Please note that this information is subject to change.
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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. | |||||||||||||||||||||||||||||||||||||||||
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 |
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Indicative Content and Learning Activities
1.Introduction: the role of banks2.Banks and the credit-liquidity crisis3.Asset and liability management: liquidity and liquidity gaps; the LCR, NSFR and leverage ratios; the behavioural maturity of liabilities4.Asset and liability management: interest rate risk in the banking book; the earnings and economic value approaches; target duration of equity5.Assessing the creditworthiness of projects6.Credit portfolio risk: the Vasicek model; Basel II7.Market risk and proprietary trading8.Banking and the role of the central bank9.The credit union model as an alternative to the banking model10.Deposit guarantee schemes, resolution and recovery plans | |||||||||||||||||||||||||||||||||||||||||
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Indicative Reading List
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Other Resources None | |||||||||||||||||||||||||||||||||||||||||
Programme or List of Programmes
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Date of Last Revision | 15-FEB-10 | ||||||||||||||||||||||||||||||||||||||||
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