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    13 Mbfi - at - 191104 PDF

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    Akshay
    This 3 credit course aims to provide students with an understanding of managing financial institutions. It will cover techniques for measuring and managing risks on both sides of an institution's balance sheet. The 14 sessions will address topics like analyzing bank performance, interest rate risk, capital adequacy standards, credit risk management, and lessons from financial failures. Students will complete a project analyzing a bank through financial ratios and valuation. Evaluation will be based on a midterm, final exam, and project components.

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    13 Mbfi - at - 191104 PDF

    Uploaded by

    Akshay
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    This 3 credit course aims to provide students with an understanding of managing financial institutions. It will cover techniques for measuring and managing risks on both sides of an institution's balance sheet. The 14 sessions will address topics like analyzing bank performance, interest rate risk, capital adequacy standards, credit risk management, and lessons from financial failures. Students will complete a project analyzing a bank through financial ratios and valuation. Evaluation will be based on a midterm, final exam, and project components.

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    This 3 credit course aims to provide students with an understanding of managing financial institutions. It will cover techniques for measuring and managing risks on both sides of an institution's balance sheet. The 14 sessions will address topics like analyzing bank performance, interest rate risk, capital adequacy standards, credit risk management, and lessons from financial failures. Students will complete a project analyzing a bank through financial ratios and valuation. Evaluation will be based on a midterm, final exam, and project components.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    43 views2 pages

    13 Mbfi - at - 191104 PDF

    Uploaded by

    Akshay
    This 3 credit course aims to provide students with an understanding of managing financial institutions. It will cover techniques for measuring and managing risks on both sides of an institution's balance sheet. The 14 sessions will address topics like analyzing bank performance, interest rate risk, capital adequacy standards, credit risk management, and lessons from financial failures. Students will complete a project analyzing a bank through financial ratios and valuation. Evaluation will be based on a midterm, final exam, and project components.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    Management of Banks and Financial Institutions

    Instructor: Ashok Thampy


    Term: IV
    Programme: PGP 2018-20
    Credit: 3

    Objective:
    This course aims to equip students with an understanding of the issues in the management
    of financial institutions. Financial institutions are subject to risk on both sides of their
    balance sheet and this course will deal extensively with the techniques for measuring and
    managing these risks. The regulation of financial services is also be dealt with in some
    detail.

    Course outline:
    Topics Sessions
    1. Overview of the financial system (2)
    Role of the financial system-historical developments-market structure
    Ref: Indian Financial System-Ch.2, MY Khan
    Financial Institutions Management, Ch. 1, SC

    2. Analyzing bank performance and valuation (2)


    Ref: Financial Institutions Management-Ch 2, SC
    Bank Management-Ch. 2,3 T. Koch
    Valuation: Measuring and Managing Value of Companies-Ch. 16, Tom Copeland,
    Tim Koller and Jack Murrin

    3. Valuation and merger analysis (2)


    Case: Finansbank (HBS)

    4. Interest rate and liquidity risk for banks (2)


    Interest rate risk management for banks
    Maturity model-duration gap-repricing gap models
    Ref: Financial Institutions Management-Ch. 8,9,17,24

    5. Managing interest rate risk with swaps (1)


    Ref: Financial Institutions Management-Ch. 24
    Case: Banc One Corp: Asset and Liability Management

    6. Bank for International Settlements norms for capital standards (2)


    Issues in capital management, capital adequacy ratios and BIS standards
    Ref: Financial Institutions Management-Ch. 20
    BIS publications
    7. Securitization and special issues in valuing securitized instruments (1)
    Ref: Financial Institutions Management-Ch. 25,26

    8. Credit risk management (3)


    Different approaches to evaluating credit risk such as Creditmetrics, KMV model
    Ref: : Financial Institutions Management-Ch.11,12

    9. Credit derivatives and innovations in structuring products (2)


    Ref: Financial Institutions Management, Ch.24
    Case: First American Bank(HBS)

    10. Lessons from financial failure


    Case: Tip of the iceberg:JP Morgan Chase and Bear Stearns (HBS) (2)
    Case: What happened to Citigroup? (HBS)

    11. Financial technologies and financial services (1)


    Ref: Redrawing the lines of FinTech’s growing influence on financial services,
    PWC Global Fintech Report, 2017

    References:
    Anthony Saunders and Marcia Cornett, Financial Institutions Management: A Risk
    Management Approach, Irwin McGraw Hill (SC)
    Timothy W. Koch and Scott MacDonald, Bank Management, Thomson South
    Western.(KM)
    Meir Kohn, Financial Institutions and Markets, Tata McGraw Hill
    M. Y. Khan, Indian Financial System, Tata McGraw Hill
    L. M. Bhole, Financial Institutions and Market, Tata McGraw Hill

    Project:
    The project will involve the analysis of a bank. The project includes performing a
    financial ratio analysis and valuation of a bank or non-bank finance company.

    Evaluation: Midterm - 40%, Project - 20%, Final - 40%

    Examinations: Closed-book

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