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Course module: 201000202
201000202
Management Control for Financial Institutions
Course infoSchedule
Course module201000202
Credits (ECTS)5
Course typeCourse
Language of instructionEnglish
Contact personprof.dr. L. Spierdijk
E-maill.spierdijk@utwente.nl
Lecturer(s)
Lecturer
prof.dr.ir. A. Bruggink
Lecturer
dr. B. Roorda
Examiner
prof.dr. L. Spierdijk
Contactperson for the course
prof.dr. L. Spierdijk
Academic year2021
Starting block
2B
Application procedureYou apply via OSIRIS Student
Registration using OSIRISYes
Aims

The course objective is to provide insight in and knowledge of the practice of regulation and management control for financial institutions.
Content
It mainly consists of a series of guest lectures from people working in the field of financial risk management and regulation. Topics may vary from year to year, depending on the guest speakers. They typically include risk management at banks pensions funds and insurance companies, supervision by central banks, economic capital and related performance criteria (RAROC), practice of interest rate risk management at banks, hedge accounting rules, liquidity risk, and business taxation.  
Although most of the talks concentrate on qualitative aspects, the quantitative techniques and principles treated in the course Risk Management (191860181) form important background knowledge that is needed for a proper understanding of the issues treated. That material is covered by the same book of Hull that we also use in this course.

Entry requirements
19186018 Risk Management (Please contact the teacher before the start of the course if you consider to follow the course without this background knowledge)
Recommended: Mathematical Finance 191515201
Assumed previous knowledge
Risk Management (Please contact the teacher before the start of the course if you consider to follow the course without this background knowledge)
Recommended: Mathematical Finance
Participating study
Master Industrial Engineering and Management
Required materials
Book
Risk Management and Financial Institutions, author: John C. Hull, most recent international edition.
Recommended materials
Course material
BIS documentation ( www.bis.org) ; IAS documentation ( wwww.iasb.org.uk)
Instructional modes
Assignment

Lecture
Presence dutyYes

Self study

Tutorial
Presence dutyYes

Tests
Assignment

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Kies de Nederlandse taal