Programa
Banking and Insurance
Mestrado Bolonha em Finanças
Programa
I. Program 1. Financial Sector Framework 1.1. Financial Intermediation 1.1.1. Players 1.1.2. Reasons for intermediation 1.1.3. Relevance of the Financial Sector 1.2. Systemic Risk 1.3. Supervision 1.4. Financial Sector Structure, Indicators and Rules 2. Risk Management in Banking 2.1. Credit Risk 2.1.1. Credit Risk in Banking Management 2.1.2. External Ratings 2.1.3. Internal Credit Risk Models 2.1.3.1. General Issues 2.1.3.2. Corporates 2.1.3.3. Small Businesses and Households 2.1.4. Severity of Loss 2.1.5. Model Validation 2.2. Interest Rate Risk 2.3. Market Risk 2.4. Liquidity Risk 2.5. Operational Risk 2.6. Legal Risk 3. The Subprime Crisis 3.1. General Characterization 3.2. Historical Context 3.3. Origins 3.4. Policy Reactions 3.5. Aftermath 4. Main trends in international banking regulation 4.1. Basel II 4.1.1. Introduction 4.1.2. Pillar I 4.1.3. Pillars II and III 4.2. Regulation in the post-subprime 5. The Banking Activity in Portugal in the context of EU 5.1. 5.2.