Risk Management

A compulsory course of the second semester of the Master’s Programme “Banking-Insurance and Finance”.

Course details

Code: MBAF07
Semester: 2nd
Credits: 5 ECTS
Teaching hours: 2 per week (lectures and practical exercises)
Course type: Specialisation Course (ME)
Prerequisites: none
Language of teaching and examinations: Greek and/or English
Offered to Erasmus students: yes, upon relevant request
Mode of delivery: distance learning, synchronous and asynchronous
Total workload: 150 hours
Taught by: Symeon Karafolas

Learning outcomes

On successful completion of the course, the student will acquire knowledge and skills allowing:

An understanding of risks in general and specifically in banking practice
Knowledge of the functions of the various supervisory forms in relation to banking risk
An understanding and evaluation of a bank balance sheet in relation to risk-weighted capital and capital requirements
The effect on banking policy decisions brought about by risks and capital requirements

Syllabus

Mechanisms of financial stability and supervision
Reasons for establishing supervisory control of banks
Forms of risk: introductory elements
Foreign exchange risk, Operational risk
Interest rate risk, Liquidity risk
Credit risk
The Basel Committee on Banking Supervision: legislative and regulatory framework
Risk-weighted assets
Capital requirements
Examples of risk-weighted assets, capital requirements and stress tests: Greek commercial banks
Examples of Greek commercial banks
Examples of cooperative banks
Examples of foreign banks

The syllabus may be adjusted according to the needs of the course.

Assessment

Assessment is carried out in two ways: the preparation of assignments, counting for up to 30% of the total mark — the structure and presentation of the text, the quality of the analysis and the bibliographical references are taken into account above all — and a written final examination, counting for 70%. Language of assessment: Greek.