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Risk Management and the Economics of Banking

INTRODUCTION TO RISK MANAGEMENT AND THE ECONOMICS OF BANKING

 

  • Background

    This course offers an excellent opportunity for lawyers and accountants working in the Banking & Finance sector to get an understanding of the basics of banking risks and how these are analysed. It focuses on understanding bank vulnerabilities by analysing measures of financial risks, financial soundness indicators, introduction to balance sheet evaluation and overviews key elements of the current bank regulatory framework.

    Specifically, this course covers:

    • Key measures of bank risks;
    • Individual and aggregate financial soundness indicators of banking system market, credit, and liquidity risks;
    • Interpretation of balance sheet weaknesses and their role in managing and mitigating risk exposures;
    • The bank regulatory framework with respect to capital and liquidity.
  • Why this course

    This course offers an overview of bank risks and banking stability, linking sources of risk to the macroeconomic and financial environment of a country. It will focus on analysis and interpretation of micro and macro bank data useful for policy analysis using extensive country case studies.
  • How will the course work?

    The course will be organized in 3-hours long units, one in the morning, and one in the afternoon. Each unit will include a lecture covering the relevant topic and a workshop conducted either in plenary sessions or in groups based on case studies.
  • Who is the training for?

    Junior and mid-level officials in bank regulation departments, European and national supervisors, private banks officials and financial market analysts
    Limited places available for students (master and advanced undergraduates)
  • What you’ll learn

    At the end of this course, you will acquire:
    • an understanding of the key sources of risks in the banking system, their measurement, and the rationale and practice of key bank regulations.
    • practical skills in assessing banking system stability to be used in policy analysis
    • evaluate the economic riskiness of banks portfolios and their compliance with rules
    • the economic rationale for the regulatory framework of banking institutions
    • the connections between the economics, legal and the accounting aspects of bank regulation
  • Meet the course instructor

    Gianni De Nicoló, (International Monetary Fund)

    Gianni De Nicoló is currently working in the IMF Institute for Capacity Development, delivering courses in Macroeconomics, Econometrics, Finance and Banking for government officials in Washingtion D.C. and several IMF training centers. Previously, he worked for seven years in the IMF Research Department, and four years in the IMF Monetary and Capital Markets Department. Before joining the IMF, he was Lecturer at the University of Rome I, Assistant Professor at Brandeis University, and Economist in the Division of International Finance at the Board of Governors of the Federal Reserve System. He received his Ph.D. in Economics from the University of Minnesota. His research includes theoretical models of banking with empirical applications, banking regulation, and macroeconomic and financial modeling of systemic risks.
  • Course fees

    1500 € – Public Authorities (e.g. National Competent Authorities, Central Banks) and European Institutions*

    2000€ – Private Sector

    850€ – students (with certificate of studies)**


    * In case of registration of 2 participants from the same institution a third person may attend for free. For more details, please contact fbf@eui.eu
    ** Limited places are available, please apply through the registration form.