Comprehensive Study Notes for Mid-semester Exam (BANK2011 - Banking and the Financial System)

Description

Comprehensive and well-organised note based on lectures, tutorials and textbook. It covers content from weeks 1-6, as required in the mid-semester exam. Noting the mid-semester exam involves knowledge of various concepts and definitions, I've organised the content so that it can be read and memorised easily. Received a High Distinction grade for both mid-semester exam and the overall course mark. The contents of the notes are as follows (up to mid-semester exam): - Wk 1: Introduction to Bank Financial Risk Management - Wk 2: Interest Rate Risk Measurement 1 - Wk 3: Interest Rate Risk Measurement 2 - Wk 4: Market Rate Risk Measurement & The application of VaR to Interest Rate Risk - Wk 5: Interest Rate Derivatives 1 - Wk 6: Interest Rate Derivatives 2 and Interest Rate Risk Management