This course integrates material from FIN 601 and FIN 701 to look at the question of how a financial institution controls and hedges itself against all of the various risks that it faces. The course looks at liquidity management, deposit insurance, capital adequacy, credit risk management, loan securitization, interest rate forwards, futures, swaps, caps, floors and collars and how banks use these derivative products to manipulate its exposure to various types of risk. Lect: 3 hrs. Prerequisite: FIN 601 Course Weight: 1.00 Billing Units: 1
