Course ID: SH17020210248EDC01
Discipline: Economics/Finance
Registration recommendations: International undergraduate students
Prerequisites: Introduction to Finance
Lecture Hours & Credits: 32 leture hours/2 credits
Project year: 2015
上海交通大学
Antai College of Economics and Management
李楠
Nan Li joined Antai College of Economics and Management, Shanghai Jiao Tong University in 2014 as Associate Professor in Finance. She received her Ph.D. in Economics from the University of Chicago in 2005 and started her academic career as Assistant Professor in Finance, in the Business School of National University of Singapore. Her research interests include macro-finance, empirical asset pricing, and time-series analysis in macroeconomics and finance. Her current research focuses on investment decision and economic policy under uncertainty. She has published papers in the Journal of Political Economy and other top international journals. She has been teaching Bank Management in English to undergraduate students for more than ten year. She is experienced and innovative, with focus on economic intuition and “participant-centered” pedagogical method of Harvard Business School.
Objectives
Bank Management is the core course of undergraduate students major in finance. This course builds on basic financial theory, principles in economics and case studies. Upon successful completion of the course, students should be able to understand the special functions of financial institutions in the economy; explain why banks are unique, and therefore merit special attention of regulators; to understand the analytical foundation and methods to measure and manage the risk, and to apply these tools and techniques to analyze and manage important risks faced by financial institutions in various economic environment.
Contents
This course consists of five parts. Part I, The Specialness of Financial Institution, which explains the special role played by the financial institutions in the modern economy, therefore merit special attention of regulators, as well as the risks faced by the financial institutions. Part II, Commercial Banks and Monetary Policy, which explains the special function of commercial banks, transmission of the monetary policy, and discusses the impact of monetary policy, interest rate, and macroeconomic condition on the bank management. Part III Asset and Liability Management of Commercial Banks, which discusses the business model and structure of commercial banks, the financial statement and performance evaluation, as well as the management of liquidity from both asset side and liability side. Part IV, Risk Management, which includes Interest rate risk, market risk, credit risk, the interaction of these risks and systematic risk. Part V, Economic Capital and Basel Accord, which discusses the principle of risk management using economic capital, the computation of risk-adjusted assets, as well as the modification of Basel Accord in response to the financial crisis and development in the financial markets.
Textbooks and Reference Books
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