Understand Financial Risk from Banking
Learnthe basics of financial risk management (interest rate-, liquidity- and credit risk)
5.00 (1 reviews)
11
students
1 hour
content
Apr 2025
last update
$19.99
regular price
What you will learn
Summary of the bank core activities: payments, intermediation, proprietary trading and transformation
The business models of banks: risk factories
Exposure to and management of financial risks from transformation: liquidity risk, interest rate risk and credit risk.
Why bankers create transformation mismatch exposures
How to mitigate liquidity risk using buffers, repurchase agreements, securities and money market programs
Calculation of net interest income
Interest rate risk exposures: neutral, net asset & net liability mismatch
Expected loss from default: probability, exposure and recovery rate
Interest rate credit spread and expected debtor loss
Mitigation of credit risk by netting
Mitigation of credit risk by netting
Unexpected loss absorption buffer by capital (equity)
Non financial risks
Introduction to asset and liability management
Asset and Liability committee risk management
Debtor risk and loss given default
Capital Markets
Money Markets
Currency Market
Use of derivatives
To undestand and interpreted an yield curve
Screenshots
5954846
udemy ID
5/3/2024
course created date
7/16/2024
course indexed date
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