FNC3001 : Financial Institutions: Measuring and Managing Financial Risks (Inactive)
- Inactive for Year: 2024/25
- Module Leader(s): Mr David Ormston-Simpson
- Owning School: Newcastle University Business School
- Teaching Location: Newcastle City Campus
Semesters
Your programme is made up of credits, the total differs on programme to programme.
| Semester 1 Credit Value: | 10 |
| Semester 2 Credit Value: | 10 |
| ECTS Credits: | 10.0 |
| European Credit Transfer System | |
Aims
Financial institutions’ business model is unique and it generates risks specific to the financial sector. This module gives an overview and comprehensive understanding of various risk types as faced by financial institutions, as well as main approaches to their measurement and management. These risks include interest rate risk, market risk, credit risk, forex risk, souverain risk, technology risk, liquidity risk, etc. Their management techniques include approaches such as liquidity management liability management, capital adequacy ratios, securitization, use of derivatives, etc.
Outline Of Syllabus
- Financial intermediation and the financial system
- Interest rate risk
- Market risk
- Credit risk
- Forex risk
- Souverain risk
- Technology risk
- Liquidity risk
- Liquidity management
- Liability management
- Capital adequacy ratios
- Securitization
- Modern developments in financial risk measurement and management
Teaching Methods
Teaching Activities
| Category | Activity | Number | Length | Student Hours | Comment |
|---|---|---|---|---|---|
| Scheduled Learning And Teaching Activities | Lecture | 15 | 2:00 | 30:00 | PIP lectures/live synchronous |
| Guided Independent Study | Assessment preparation and completion | 1 | 74:00 | 74:00 | As a specialist, research-led module, the material covered is broad and complex in nature |
| Guided Independent Study | Directed research and reading | 15 | 6:00 | 90:00 | Directed pre/post lecture reading. Specialist, research-led module, coverage is broad and complex |
| Scheduled Learning And Teaching Activities | Small group teaching | 6 | 1:00 | 6:00 | PIP seminars/live synchronous |
| Total | 200:00 |
Teaching Rationale And Relationship
Teaching and learning comprises a mixture of structured guided learning to raise awareness of key concepts and topics, which is supported via scheduled small group sessions to explore further via application/critique. Formative assessment and feedback supported via small group sessions.
Assessment Methods
The format of resits will be determined by the Board of Examiners
Exams
| Description | Length | Semester | When Set | Percentage | Comment |
|---|---|---|---|---|---|
| Written Examination | 180 | 2 | A | 100 | N/A |
Formative Assessments
Formative Assessment is an assessment which develops your skills in being assessed, allows for you to receive feedback, and prepares you for being assessed. However, it does not count to your final mark.
| Description | Semester | When Set | Comment |
|---|---|---|---|
| Prob solv exercises | 1 | M | Participation in small group classes provides opportunity to evaluate understanding via comparison to model answers and discussion |
| Prob solv exercises | 2 | M | Participation in small group classes provides opportunity to evaluate understanding via comparison to model answers and discussion |
| Essay | 2 | M | Draft essay plan based on questions from a sample exam paper submitted for comment/feedback |
Assessment Rationale And Relationship
The examination will assess the ability to explain, apply and critique concepts/models from the relevant areas of finance and, as such, provides an unambiguous test of the module learning outcomes.
Formative feedback is available to students via a number of routes. Primarily, students can also obtain feedback through participation in small group classes, where their solutions/answers to the pre-set questions/problems will be discussed. Students will further have the opportunity to submit for feedback extended essay plans based on questions from a sample exam paper.
Reading Lists
Timetable
- Timetable Website: www.ncl.ac.uk/timetable/
- FNC3001's Timetable