This course covers the fundamental topics of risk management in the economics of financial institutions. The course mainly focuses on the ways in which banks assess, measure, and manage market risks, credit risks, operational risks, and liquidity risks.
The course aims to encourage students in active discovery of knowledge of fundamental issues in risk management.
COURSE INFO
I have taught Risk Management since Academic Year 2011-2012 in the Graduate Course Economic and Financial Sciences (Curriculum: Economic and Financial Analysis) and Graduate Course Business Administration, Department of Economics, Business and Statistics, University of Palermo. I have taught this course in English.
Special Note
On November 19, 2013 in Milan (Italy) a special mention (Label) has been assigned to my Risk Management Graduate Course by the “Italian Association of Financial Industry Risk Managers” (AIFIRM). The Label implies that the syllabus and the teaching methodologies meet the AIFIRM’s standards. Such standards have been developed with the support of Bocconi University, Milan, Italy.
On July 2017, for the second 3-year period, a special mention (Label) has been assigned to my Risk Management Graduate Course by the “Italian Association of Financial Industry Risk Managers” (AIFIRM).
University of Palermo News n. 86 December, 2013.
University of Palermo News n. 53 July, 2017.
TEACHING
Lectures – Working Groups – Case Studies – Workshops.
EXAMS
Written exam.
Students must register for written exams on the University of Palermo’s web site. Students have to bring along their Student ID-card. Exam dates are fixed by the Department of Economics, Business and Statistics. Cell phones, PCs, and tablets are not allowed at the examinations.
OFFICE HOURS FOR STUDENTS
Tuesday from 9 a.m. to 1 p.m. Department of Economics, Business and Statistics, University of Palermo, Viale delle Scienze, Building n. 13, Room n. 4.13.
CLASS TIMETABLE
The Risk Management course will start on September 28, 2021.
SYLLABUS OF THE CURRENT ACADEMIC YEAR
Risk Management – A. Y. 2021-22. Graduate Course in Economic and Financial Sciences (LM56) Syllabus
Risk Management – A. Y. 2021-22. Graduate Course in Economic and Business Sciences (LM77) Syllabus
Risk Management – A. Y. 2021-22. Graduate Course in Statistics and Data Science (LM82) Syllabus
ONLINE STUDY RESOURCES FOR STUDENTS
Banca d’Italia. Financial Stability Report, n. 1, 2010.
Banca d’Italia. Financial Stability Report, n. 2, 2011
Banca d’Italia. Financial Stability Report, n. 3, 2012
Banca d’Italia. Financial Stability Report, n. 4, 2012
Banca d’Italia. Financial Stability Report, n. 5, 2013
Banca d’Italia. Financial Stability Report, n. 6, 2013
Banca d’Italia. Financial Stability Report, n. 1, 2014
Banca d’Italia. Financial Stability Report, n. 2, 2014
Banca d’Italia. Financial Stability Report, n. 1, 2015.
Banca d’Italia. Financial Stability Report, n. 2, 2015
Banca d’Italia. Financial Stability Report, n. 1, 2016
Banca d’Italia, Financial Stability Report, n. 2, 2016
Banca d’Italia, Financial Stability Report, n. 1, 2017
Banca d’Italia, Financial Stability Report, n. 2, 2017
Banca d’Italia, Financial Stability Report, n. 1, 2018
Banca d’Italia. Financial Stability Report, n. 2, 2018
Banca d’Italia. Financial Stability Report, n. 1, 2019
Banca d’Italia. Financial Stability Report, n._2 2019
Banca d’Italia. Financial Stability Report, n. 1, 2020
Basel Commitee on Banking Supervision, Credit Risk Transfer, July, 2008.
Financial Crisis Inquiry Commision, The Financial Crisis Inquiry Report, US, 2011.
Financial Stability Board, Improving Financial Regulation, September, 2009.
Financial Stability Forum, Enhancing Market and Institutional Resilience, April, 2008.