Bank Risk Management (IF2208)

IF2208 Bank Risk Management Notes, for City University London students, contain an overview of every topic covered within the module. Summarised into a 34-page single document, the notes were prepared using both lecture notes, in-class discussions and core textbook (ISBN: 2046) Lecture 1: Overview of the risks faced by Financial Institution Lecture 2: Interest rate risk: duration model
Lecture 3: Interest rate risk: repricing gap Lecture 4: The case of Bank One Corporation Lecture 5: Ma...