RISK MANAGEMENT IN BANKING

LESSON PLAN
Module: Risk Management in Banking
Module Objectives:
This module aims to examine technical issues related to

LECTURE

TOPIC

READINGS

Unit 1: Banking Risks and Regulations in

Banking

Bessis Chapter 1,2,3,6

Unit 2: Risk Management Process and Risk

Models

Bessis Chapter 4-9

Unit 3: Asset-Liability Management

Bessis Chapter 10-14

Unit 4: Options and Convexity Risk in

Banking

Bessis Chapter 20-21

Unit 5: Mark-to-Market Management in

Banking

Bessis Chapter 22-25

Unit 6: Funds Transfer Pricing

Bessis Chapter 26-27

Tutorial for Topics 1-6

Unit 7: Portfolio Analysis

Bessis Chapter 28

Unit 8: Risks: Market, Credit and Portfolio

Bessis Chapter 29-50

Unit 9: Capital Allocation

Bessis Chapter 51-52

Unit 10: Risk Adjusted Performance

Bessis Chapter 53

11

Unit 11: Risk-adjusted Performance

Bessis Chapter 54

12

Unit 12: Portfolio and Capital Management

Bessis Chapter 55-60

T2

Tutorial for Topics 7-12

13

Unit 13: Revision

The timing/scheduling of topics may be varied depending on student feedback and progress.
TEXTBOOK:

Lesson Plan

RISK MANAGEMENT IN BANKING

1.
Bessis, Joel. (2002). Risk Management in Banking (2nd Edition). West Sussex: John Wiley
and Sons, Ltd.
Anthony Saunders :Financial Institutions Management- A risk management approach, 6th
edition.
SUPPLEMENTARY READING:
1. Hempel, George H. and Simonson, Donald G. (1999). Bank Management (5th Edition).
Hoboken, New Jersey: John Wiley and Sons, Inc.
2. Hull, John C. (2007). Risk Management and Financial Institutions. Upper Saddle River,
New Jersey: Pearson Prentice Hall.
3. Rose, Peter S. And Hudgins, Sylvia C. (2008). Bank Management and Financial Services
(7th Edition). Singapore: McGraw-Hill Irwin.

Lesson Plan