363-1081-00L  Asset Liability Management and Treasury Risks

SemesterHerbstsemester 2017
DozierendeP. Mangold, M. Eichhorn
Periodizitätjährlich wiederkehrende Veranstaltung
LehrspracheEnglisch
KommentarMaximale Teilnehmerzahl: 40



Katalogdaten

KurzbeschreibungAsset Liability Management (ALM) is key to the financial success of any corporation. The goal is to develop a comprehensive understanding of the nature of corporate balance sheet and off-balance sheet positions and related profits and losses, including identification and mitigation of undue risks taken. This course is geared towards preparing students to apply these concepts in practical settings.
LernzielAsset Liability Management (ALM) is key to the financial success of any corporation. The main learning objectives of this course are:
- develop a comprehensive understanding of the nature of corporate balance sheet and off-balance sheet positions and their respective contribution to profits and losses
- measure and assess exposures to risk factors such as interest and FX rates, equity and commodity prices, as well as liquidity events
- trading and hedging to mitigate undue risks incurred
InhaltThe course is organized around a series of case studies. We will first discuss and develop an understanding of the fundamentals on different aspects of the management and risk management of the balance sheet. Using real life case studies each concept will then be directly applied and tested. In-class discussions, presentations and one written assignment are used to facilitate active and interactive learning in a stimulating environment. During the case studies students will frequently work in small groups. Therefore, the number of participants is limited to 30.

The course focuses on the application of finance concepts to the financial management of corporations and is geared towards preparing students to apply these concepts in practical settings. Executives of all sectors are expected to have a sound understanding of the content covered. As such, the course is not exclusively targeted at students who are considering a career in the financial services sector. It also recommended for students who want to work in the finance, treasury or risk area of corporates. It is also suitable for students who want to work for a consultancy firm.
LiteraturNo single textbook covers the course, below we list some useful references. Further materials will be made available to students prior to the lectures

Choudhry, M. 2012. The Principles of Banking. Wiley Finance.
Marrison, C. 2002. The Fundamentals of Risk Measurement. McGraw-Hill.
Voraussetzungen / BesonderesParticipants should have a basic understanding of financial management, gained, for example, from prior undergraduate economics, business, or accounting studies.

Leistungskontrolle

Information zur Leistungskontrolle (gültig bis die Lerneinheit neu gelesen wird)
Leistungskontrolle als Semesterkurs
ECTS Kreditpunkte3 KP
PrüfendeP. Mangold, M. Eichhorn
Formbenotete Semesterleistung
PrüfungsspracheEnglisch
RepetitionRepetition nur nach erneuter Belegung der Lerneinheit möglich.

Lernmaterialien

Keine öffentlichen Lernmaterialien verfügbar.
Es werden nur die öffentlichen Lernmaterialien aufgeführt.

Lehrveranstaltungen

NummerTitelUmfangDozierende
363-1081-00 VAsset Liability Management and Treasury Risks
Block course
28s Std.
29.09.09-17HG E 21 »
13.10.09-17HG E 21 »
03.11.09-17HG E 23 »
17.11.09-17HG E 21 »
12-16HG D 3.1 »
12-16HG D 3.3 »
12-16HG D 5.3 »
13-16HG D 5.1 »
24.11.09-17HG E 21 »
P. Mangold, M. Eichhorn

Gruppen

Keine Informationen zu Gruppen vorhanden.

Einschränkungen

PlätzeMaximal 40
WartelisteBis 13.10.2017

Angeboten in

StudiengangBereichTyp
Management, Technologie und Ökonomie MasterEmpfohlene WahlfächerWInformation
Quantitative Finance MasterBereich EF (Economic Theory for Finance)WInformation