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) 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. 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