Risks in Banking

Crédit : 3 ECTS
Langue du cours : anglais

Volume horaire

  • CM : 15 h

The objective of the course is to familiarize students to new risks in banking and teach them risk management, among which credit risk, control mechanisms and new regulations (E.g. Basel 3 and Solvency 2).
Interest rate and currency risks are only partly discussed.
Business globalization, new emerged economic areas, multinational corporate firms and euro zone indebted states have generated an increasing banking credit exposure whilst simultaneously, financial markets innovation eases risk transfer through markets. This “marketisation” of risks, notably credit risk, generated a systemic risk that led to 2008 crisis and still maintains a high volatility. In parallel, regulators ask for more control and better risk management in order to prevent future crisis.

Planning course :
  • Introduction to the major banking risks,
  • Credit Risk assessment and regulations
  • Credit Risk management

  • Continuous assessment grade
  • Final exam

Micro and macro economics.

  • Servigny (Arnaud, de) et Zelenko (Yvan), Le risque de crédit : Nouveaux enjeux bancaires - Dunod 2010.
  • Marchés financiers : Gestion de portefeuille et des risques, B. Jacquillat, B. Solnik, C. Perignon - Dunod 2009.
  • Risk management and Financial institutions – 3rd edition. Pearson 2012. John C. Hull.

Enseignant responsable


Année universitaire 2018 - 2019 - Fiche modifiée le : 19-04-2018 (10H46) - Sous réserve de modification.