Student guide Faculty of Economics A.Y. 2007/08

The course deals with the problem of risk management in banking, proposing an analogy between best practice in business management and the statutory regulations, with particular reference to the Basel II accord. An empirical approach is adopted which focuses on the organisational aspects, and in particular on the problems of internal control and risk management. Emphasis is also given to the internal audit function for validating and monitoring the risk management systems of banks which implement an AMA.

 

 

1. Business objectives and compliance.

2. Guidelines for the design of internal control and risk management systems.

3. Roles and responsibilities.

4. Credit risk and Basel II.

5. Operational risk and Basel II.

6. Internal auditing: validation and monitoring of risk management.

7. Minimum capital requirements and their measurement.

8. Multinational banking groups.