SHE level 11 SCQF credit points 15 ECTS credit points 7.5 Module code MMN330194 Module Leader Sigit Wibowo School Glasgow School for Business and Society Subject Finance and Accounting Trimester A (September start), A (September start)
Summary of content This module aims to develop the student's knowledge and understanding of the underlying principles and the general aspects of bank risk management. The module also aims to develop students understanding of technological evolutions across the bank risk-management space. Students will examine bank risk at an enterprise level, in addition to unique risk categories including market, credit, liquidity, and operational. The module content will cross over into areas including financial regulation, modelling, artificial intelligence applications, and derivative instruments where appropriate to bank risk-management.
Module details Syllabus arrow_forward - Enterprise Risk Management - Market Risk - Credit Risk - Liquidity Risk - Operatonal Risk - VaR & Expected Shortall - Stress-Testng & Scenario Analysis - Derivatives and Hedging - Balance sheet modelling - Bank Capital / Asset Risk-weighting - Bank risk-management frameworks
Learning outcomes arrow_forward On successful completion of this module, students should be able to: 1) Critically discuss the role of bank risk management at the enterprise wide level and the core elements of financial risk; 2) Discuss the need for stress-testing operational risk capital as well as main constituents of a stress test framework; demonstrate critical understanding and techniques involved in the development and implementation of stress tests and scenarios analysis 3) Evaluate regulatory models of operational risk management 4) Discuss the different methods of managing and mitigating financial risks 5) Demonstrate a critical understanding and use of quantiative techniques to measure and model financial risks within the framework of bank financial operations
Teaching / learning strategy arrow_forward The strategy for learning and teaching is aligned to the SfL and uses a blended approach of lectures, seminars, computer labs, Bloomberg terminal, and directed learning supported by GCU Learn. Lectures will be used to highlight the fundamental concepts and theories along with the key issues in a specific topic and point the way towards relevant journal articles and other appropriate literature. Students are expected to prepare for following week's lectures on each topic by reading assignments from the main textbook, engaging in literature searches, undertaking broad reading and attempt computational questions. Every student will receive a comprehensive study guide in the form of a module handbook. The lectures will adopt a variety of teaching styles including seminar style contributions such as group discussions to enhance intellectual, critical, and analytical skills. For more applied topics, students will be required to attempt relevant problem or scenario-based questions prior to the lectures, providing the basis for deepening professional skills, knowledge and understanding. The bank management lab sections will provide the medium for gaining practical skills using spreadsheets to explore the lecture themes in more detail. Spreadsheet solutions and solutions to quantitative questions will be available on the VLE after the lectures. All students will be directed to further reading to support the theoretical and practical content of the module. Content, documents, links to media and academic journal articles as well as reports will be available on the VLE. Students can download the module handbook from the GCU Learn. The Module Handbook can be found in ‘Module Overview’ and the lecture materials can be found under ‘Learning Resources’ sections of the VLE. This module requires advance reading and completing short assignments therefore students are expected to preview the information required on the VLE before taught sessions.
Indicative reading arrow_forward Transferrable skills arrow_forward This module will develop the following skills in a manner that encourages independent initiative and critical thinking: • Personal and interpersonal skills • Oral and written communication skills • Numeracy: data gathering, quantitative analysis, modelling, and interpretation • Use of MS Excel for financial data analysis, Bloomberg terminal • Problem Solving and Critical Thinking • Ability to Work Independently • Research Skills
Module structure Activity Total hours Lectures 22 Tutorials 0 Practicals 3 Seminars 8 Independent Learning 79 Assessment 38 Placement 0
Assessment methods Component Duration Weighting Threshold Description Course Work001 50 45 2,000-word Essay Course Work002 50 45 CW2 (50%): End-of-term Class Test