105.635 AKFVM Bank steering and risk controlling
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2023W, VO, 2.0h, 3.0EC, to be held in blocked form
TUWEL

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: VO Lecture
  • Format: Blended Learning

Learning outcomes

After successful completion of the course, students are able to implement several risk calculations of banking practice (market risk, credit risk, operational risk, liquidity risk, etc.) on their own.

Subject of course

Part I

1. Introduction
2. Pillar I - Credit risk
3. Pillar II - ICAAP and SRP
4. Examples credit risk
5. Basel III - History and Changes

Part II

6. Pillar I - Market risk
7. Pillar I - Operational risk
8. Pillar II - ILAAP and Liquidity Risk
9. Pillar III

Teaching methods

Lecture - partially in presence and partially slides with audio track - and examples

Mode of examination

Written

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Fri09:00 - 13:0013.10.2023 - 12.01.2024Sem.R. DA grün 02 A - GEO Termin E. Gruber - Beginn 9:30
Thu16:00 - 17:0016.11.2023FH 8 Nöbauer HS - MATH Termin Predota
Thu16:00 - 18:0011.01.2024FH Hörsaal 3 - MATH Termin Predota
AKFVM Bank steering and risk controlling - Single appointments
DayDateTimeLocationDescription
Fri13.10.202309:00 - 13:00Sem.R. DA grün 02 A - GEO Termin E. Gruber - Beginn 9:30
Thu16.11.202316:00 - 17:00FH 8 Nöbauer HS - MATH Termin Predota
Fri01.12.202309:00 - 13:00Sem.R. DA grün 02 A - GEO Termin E. Gruber - Beginn 9:30
Thu11.01.202416:00 - 18:00FH Hörsaal 3 - MATH Termin Predota
Fri12.01.202409:00 - 13:00Sem.R. DA grün 02 A - GEO Termin E. Gruber - Beginn 9:30
Course is held blocked

Examination modalities

Written exam (examples)

Exams

DayTimeDateRoomMode of examinationApplication timeApplication modeExam
Thu15:00 - 17:0029.02.2024FH Hörsaal 1 - MWB written01.12.2023 00:00 - 22.02.2024 23:59TISSPrüfung 2023W

Course registration

Begin End Deregistration end
26.07.2023 00:00 22.10.2023 23:59 29.10.2023 00:59

Curricula

Study CodeObligationSemesterPrecon.Info
860 GW Optional Courses - Technical Mathematics Not specified

Literature

No lecture notes are available.

Language

German