BFC3170 HD Course Notes

Description

These condensed notes contain the most important information for Management of Financial Intermediaries. Lecture 1: Why are financial institutions special? Lecture 2: Interest rate risk and the repricing model Lecture 3: Interest rate risk and the duration model Lecture 4: Managing interest rate risk using off-balance sheet instruments Lecture 5: Managing interest rate risk using loan sales and securitisation Lecture 6: Credit risk and individual loans Lecture 7: Credit risk and loan portfolios Lecture 8: Off-balance-sheet risk Lecture 9: Bank regulation Lecture 10: Liquidity risk Lecture 11: Liquidity and liability management