Bank Risk Management (757N1)

15 credits, Level 7 (Masters)

Spring teaching

In this module, you study the different risk management techniques used to assess and control risk in the banking sector.

You look at:

  • Value-at-Risk (VaR)
  • risk control techniques including limit setting and risk budgeting
  • Debit and Credit Value Adjustments (DVA and CVA)
  • credit risk assessment
  • credit lines
  • bank stress tests, which are designed to detect weak spots in the banking system so that preventative action can be taken.

Teaching

67%: Lecture
33%: Seminar

Assessment

25%: Coursework (Essay)
75%: Written assessment (Report)

Contact hours and workload

This module is approximately 150 hours of work. This breaks down into about 33 hours of contact time and about 117 hours of independent study. The University may make minor variations to the contact hours for operational reasons, including timetabling requirements.

We regularly review our modules to incorporate student feedback, staff expertise, as well as the latest research and teaching methodology. We’re planning to run these modules in the academic year 2022/23. However, there may be changes to these modules in response to COVID-19, staff availability, student demand or updates to our curriculum. We’ll make sure to let our applicants know of material changes to modules at the earliest opportunity.