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Financial Intermediation I

Description

Objectives

The course aims at describing the structure of financial intermediaries, and in particular banks, and the tools to manage interest rate risk.

Description / Program

We begin by defining the various types of financial intermediaries, their typical balance sheet and risks they face. We then describe models to quantify the amount of interest rate and liquidity risk that is typically faced by banks.

Learning Method / Style of Lessons

Lectures will alternate between discussion of new theoretical material and exercise sessions.

Exam Style

Grading is based on an in-class, closed-book final and take-home assignments.

Readings/Textbooks

Lecture notes will be made available on the course website. The recommended textbook for the course is “Financial Institution Management” by A. Saunders and M. Cornett

People

 

Plazzi A.

Course director

Gianinazzi V.

Assistant

Yilmaz U.

Assistant

Additional information

Semester
Spring
Academic year
2019-2020
ECTS
3
Language
English
Education
Master of Science in Economics in Finance, Core course, Minor in Digital Finance, 1st year