Main goal of the course is to show how banks manage various financial risks they face and at the same time use diverse market instruments to enhance their income.
We will start with short introduction to commercial banking and financial mathematics. Then we will go through all types of financial risks with main focus on interest rate and liquidity risk. On real life cases we will see what are the typical trade-offs that Finance/Treasury/ALM/Risk managers face. What possibilities they have to boost bank profits and at the same time stay within the risk limits.
As the data driven culture is also coming to Treasury/Risk area, we will look at what kind of data science models are already being applied and what are the promising areas for future development.
The course is intended for those who are considering their career in Banking/Finance, as Treasury is considered to be „Heart of the Bank“ and understanding it gives you an overall picture of the bank from financial perspective.
- Instructor: Daniel Narwa