| Center |
| Faculty of Economics |
| Departament |
| Financial and Actuarial Economics |
| Lecturers in charge |
| G0092 - M TERESA BARREIRA TURNES |
| Met. Docent |
| Combines the theoretical expositions, with the resolution of examples and exercises proposed to clarify concrete aspects of the subject, with the posing of cases whose objective is to underline the more usual problems that appear in the banking activities. Coordination: Teresa Barreira Turnes |
| Met. Avaluació |
| A written examination at the end of the term. |
| Bibliografia |
| CIRCULAR BANCO DE ESPAÑA 8/1990, de 7 de septiembre sobre: Transparencia de las operaciones y protección de la clientela. COMITÉ DE BASILEA (2000) : "Sound Practices for Managing Liquidity in Banking Organisations". Basel, febraury. COMITÉ DE BASILEA (2001): "Principles for the Management and Supervision of Interest Rate Risk". Basle, January MENEU, V; NAVARRO, E. y BARREIRA, M.T. (1992): "Análisis y Gestión del riesgo de interés". Ariel Economía. SÁNCHEZ , J.L (2001): "Curso de bolsa y mercados financieros". Ariel Economía |
| Continguts |
| PART I: Banking operations 1.The banking institutions in the Spanish market. 2.Assets: financial analysis 3.Liabilities: financial analysis 4.Other operations: inter-bank loans and off-balance sheet instruments. PART II: Interest rate risk 5.The term structure of interest rates 6.The interest rate risk. PART III: The banking risks 7. Banking risk in the New Basel Capital Acord. 8.Interest rate risk 9.Liquidity risk |
| Objetius |
| The aim of this subject is to provide the student with an instrument to take decisions in the financial market knowing how financial practitioners acts and main innovations in financial products and markets. |
| URL de Fitxa |