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Week
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Topics
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Study Metarials
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1
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Definition of risk. Disclosure of Risk and Uncertainty Concepts.
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2
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Banking and Risk Management, Risk Types in banks
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3
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Active-passive Management in banks, Liquidity Risk, Credit Risk, Interest Rate Risk, Operational Risk
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4
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Active-passive Management in banks, identification of risks on the balance sheet, active-based passive-based risks
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5
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Management of credit Risk
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6
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Interest Rate Risk: Management Gap Analysis 1
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7
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Interest Rate Risk: Management Gap Analysis 2
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8
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Management of interest Rate Risk. Duration / Duration - Gap Analysis
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9
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Management of interest rate Duration / Duration - Gap Analysis
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10
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Basel II and Risk Management
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11
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Applications set by the Basel II and Basel III Studies
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12
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Off-Balance Sheet Risks, Bank Resource costs, Calculation of Resource Cost
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13
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Exchange Rate Risk Measurement / Open Position Management / Forward Transactions / Forward Exchange Rate Calculations
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14
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Active-passive Committees, Working Principles of active-passive committees
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