Week
Topic
Material
Presentation
1
Introduction
2
Interest rate risk I
Textbook CH8
3
Interest rate risk II
Textbook CH9
International finance environment 1
4
Credit Risk I
Textbook CH10
International finance environment 2
5
6
Credit Risk III
Textbook CH11
International finance environment 3
7
Liquidity risk
Textbook CH12
International finance environment 4
8
Midterm exam review
9
Midterm exam
10
Foreign exchange risk
Textbook Ch13
Financial crisis case 1
11
Sovereign risk
Textbook Ch14
Financial crisis case 2
12
Market risk
Textbook Ch15
Financial crisis case 3
13
Off-balance sheet risk
Textbook Ch16
Financial crisis case 4
14
Final exam review
15
Final exam
16
Final project I
17
Final project II
18
Final project III
TBA
Grade is based on performance across two exams, three group projects and presentations, and participation.
Exams
20%
30%
Projects
News report
10%
Midterm project and presentation
15%
Participation
Final project and presentation
Peer grading
Financial Institutions Management: A Risk Management Approach, 8th edition, by Anthony Saunders and Marcia Cornett, 2018, 9th ed. McGraw Hill.