Modern Banking

Semester
ECTS credits
6 ECTS
Head professor
Sasa Zikovic (EFRI)

Goal

The course studies the policy of collecting and procuring sources of funds, lending policy, and bank management. The goal of the course is to familiarise students with the policy of managing the bank's sources and lending, optimising the bank's portfolio, as well as methods of managing bank risks.

Additional info
  1. Concept, principles, and tasks of banking operations
  2. Determinants of bank business policy
  3. Financial innovations (FinTech)
  4. Risk management
  5. Credit risk and capital adequacy
  6. Classification of placements into risk categories
  7. Effects of interest rate changes on bank operations
  8. Formation of an optimal portfolio
  9. Average time to maturity (Duration) and the gap between the average time to maturity of assets and liabilities (Gap)
  10. Models for measuring market risks
  11. Models for measuring credit risk
  12. Forward contracts
  13. Futures contracts
  14. Options
  15. Caps, Floors and Collars, Swaps
There are no listed course associates.
Lectures: 25
Seminars: /
Exercises: /

After passing the examination, the student will:

  1. Elaborate on and formulate methods for managing bank assets and liabilities.
  2. Explain and apply different models for measuring risks in bank operations.
  3. Explain and apply different instruments for protection against risks in bank operations.
Merlin e-learning system
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