Risk Management

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), 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).

Immagine_Syllabo_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 Polytechnic School (Departement 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 12 a.m. Department of Economics, Business and Statistics, Polytechnic School, University of Palermo, Viale delle Scienze, Building n. 13, Room n. 4.13.

CLASS TIMETABLE

The Risk Management course will start on September 26, 2017.

SYLLABUS OF THE LAST ACADEMIC YEARS

Risk Management – A. Y. 2017-18   Syllabus

Risk Management – A. Y. 2016-17   Syllabus

Risk Management – A. Y. 2015-16   Syllabus

Risk Management – A. Y. 2014-15   Syllabus

Risk Management – A. Y. 2013-14   Syllabus

Risk Management – A. Y. 2012-13   Syllabus

Risk Management – A. Y. 2011-12

ONLINE STUDY RESOURCES FOR STUDENTS

Banca d’Italia. Nuove disposizioni di vigilanza prudenziale per le banche. Circolare n. 263 del 27 dicembre 2006

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

Basel Commitee on Banking Supervision, Principles for the Management and Supervision of Interest Rate Risk, July, 2004

Basel Commitee on Banking Supervision, International Convergence of Capital Measurement and Capital Standards, June, 2006.

Basel Commitee on Banking Supervision, Credit Risk Transfer, July, 2008. 

Basel Commitee on Banking Supervision, Basel III: A Global Regulatory Framework for More Resilient Banks and Banking Systems, June, 2011. 

Basel Commitee on Banking Supervision, Basel III: International Framework for Liquidity Risk Measurement, Standars and Monitoring, December, 2010.

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.