Universität Wien

040030 VK KFK CF/FI/FM: Banking and Insurance Regulation, Supervision and Risk Management (2015W)

Can be taken as Advanced FI/FM together with the Seminar Modul of KFK FI and FM

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work
Moodle

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Details

max. 50 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

  • Friday 06.11. 08:00 - 17:00 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
  • Saturday 07.11. 08:00 - 17:00 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 11.12. 08:00 - 17:00 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
  • Saturday 12.12. 08:00 - 17:00 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 22.01. 15:00 - 16:00 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock

Information

Aims, contents and method of the course

Goals, contents of the course:
1. The Principles of Bank Regulation
2. Regulation and Supervision: Concepts, Institutions, and Committees
3. The Financial Crisis 1.0 (2007ff) and 2.0 (2011ff)
4. Economic Capital Models and Value at Risk (VaR)
5. The Basel Framework
6. Solvency Requirements for Insurer: Solvency II, and the SST

Assessment and permitted materials

- The way of efficiency control:
written and oral
Compulsory Participation
- Contribution of partial exams to the final grade:
- Written examination (45%, 60 mins.)
- Oral Presentation (in groups) (30%, 15 mins.)
- Written Paper (in groups) (25%, 5 pages)
- The minimum requirements for the positive grade:
50%

Minimum requirements and assessment criteria

Examination topics

- Methods of conveying the content:
PowerPoint slides and additional reading material (e.g. exam relevant academic papers & book chapters, newspaper articles, ...)

Reading list

Association in the course directory

Last modified: Mo 07.09.2020 15:28