COURSE OUTLINE
Course ID
TC407DE01
Course title
Assets and Liabilities Management
Credits
3
To be applied to Semester - 12.1A, School year: 2012 - 2013 under Decision
No. . . . ./QĐ-BGH date . . . . . .
Course specifications
Periods
A.
Periods in classrom
Total
Lecture/ Laboratory/
Activity Fieldwork
periods* Seminar
Studio
SelfLecture Lab
study
Fieldwork
room room
periods
(1)
(2)
(3)
(4)
(5)
(6)
(7)
45
45
0
0
0
90
45
B.
(8)
(9)
0
Other related courses:
Other related Subjects
Course ID
Prerequisites:
TC302DV01
Course title
Financial statements analysis
C. Course Description:
In this course, students will get very basic knowledge about assets and liabilities
management of commercial banks including key concepts: equity; assets, liabilities and
their components; methodologies and models for assets and liabilities management. Based
on such knowledge, students could choose a suitable method to manage a bank’s assets and
liabilities. Some kinds of risks and risk management methodologies are also introduced in
this course. Finally, the course provides the way to evaluate a bank’s performance through
some performance (operating) and safety ratios.
D. Course Objectives:
No.
Course Objectives
1.
Knowledge: Students get familiar with assets and liabilities management, kinds of
risks and risk management of commercial bank, assessment of the bank performance
via financial analysis. Students will be able to understand:
2.
– Capital adequacy ratio (CaR)
3.
– Components of assets and liabilities of a commercial bank
4.
– Basic knowledge about assets and liabilities management of commercial banks
including key concepts: equity, assets and liabilities
5.
– Elements that affect assets and liabilities
6.
– Methodologies and models for assets and liabilities management
7.
– Identification and measurement of some kinds of risk in commercial banking
Skills:
– Implement some methods and models of assets and liabilities management,
apply them to do exercise, analyse the bank’s funding and using fund
operations.
8.
– Apply risk management models in preparing reports to management about
assets and liabilities management.
E. Learning Outcomes:
No.
Learning Outcomes
1.
Distinguish equity, assets and liabilities in banking operation
2.
Understand and decide suitable methods or models used for asset/liability
management
3.
Get some knowledge about assets of commercial banks
4.
Aware of kinds of risk and risk management in banking, especially credit
risk, liquidity risk, interest rate risk and market risk
5.
Be able to evaluate/assess a bank’s performance through performance
(operating) and safety ratios.
6.
Be able to involve in identifying, assessing, reporting and recommending
ways to eliminate risks.
F. Instructional Modes:
1. Students are expected to read textbook and reading materials prior to class and
exercise (to be announced later).
2. The course will be taught by lecturing and doing exercises.
3. Students are formed in groups to do assignments and prepare homework (group of at
least 5 students).
G. Textbooks and teaching aids:
1. Required Textbooks and Materials
– PGS.TS. Nguyễn Đăng Dờn (2010), Quản trị ngân hàng hiện đại, Nhà xuất bản
Phương Đông.
– Bessis, J. (2004), Risk management in Banking, John Wiley & Sons, Ltd.
– Lange, H., Saunders, A., Anderson, J.A., Thomson, D. and Cornett, M. (2007),
Financial Institutions Management, McGraw Hill, Irwin.
2. Other refferences
– PTS. Nguyễn Văn Tiến (1999), Quản trị rủi ro trong kinh doanh ngân hàng, Nhà
xuất bản thống kê.
– Peter S. Rose (2009), Commercial bank management, 5th Irwin/McGraw-Hill
(Part II, chapter 6,7)
– Joseph F.Sinkey (2004), Commercial bank financial management, 6th PrenticeHall, Inc.
3. Software
Not required
H. Assessment Methods (Requirements for Completion of the Course):
1. Description of learning outcomes assessment
Students will be continuously assessed during the course. The assessment method
includes several techniques such as closed-book exam, and group assignment as a
tool for lecturers to examine students ability to understand and apply academic
knowledge in practice.
2.
Summary of learning assessment
Components Duration
The 1st test continuously
assessed
during the
course
Mid-term
60 minutes
Test
Final Test
90 minutes
Total
Assessment Forms
Groups assignment
+ individual
contribution
Closed-book exam
Percentage
Schedule
Week 1-14
20%
30%
Week 8
50%
100%
Week 15
In case a student is absent over 30% of teaching classes, he/she is not allowed to attend the
final test.
3. Academic Integrity
Academic integrity is a fundamental value that affects the quality of
teaching, learning, and research at a university. To ensure the maintenance
of academic integrity at Hoa Sen University, students are required to:


Work independently on individual assignments
Collaborating on individual assignments is considered
cheating.
Avoid plagiarism
Plagiarism is an act of fraud that involves the use of ideas or words of
another person without proper attribution. Students will be accused of
plagiarism if they:
i. Copy in their work one or more sentences from another person
without proper citation.
ii. Rephrase, paraphrase, or translate another person’s ideas or words
without proper attribution.
iii. Reuse their own assignments, in whole or in part, and submit them
for another class.
 Work responsibly within a working group
In cooperative group assignments, all students are required to stay on
task and contribute equally to the projects. Group reports should
clearly state the contribution of each group member.
Any acts of academic dishonesty will result in a grade of zero for the task at
hand and/or immediate failure of the course, depending on the seriousness of
the fraud. Please consult Hoa Sen University’s Policy on Plagiarism at
http://thuvien.hoasen.edu.vn/chinh-sach-phong-tranh-dao-van. To ensure the
maintenance of academic integrity, the university asks that students report cases
of academic dishonesty to the teacher and/or the Dean. The names of those
students will be kept anonymous.
I .Teaching Staff:
Email, Phone number,
Office location
Professor’s name
No.
1
Ha Duc Thi Nguyen
2
Lan Cao Phuong
Office
hours
Visiting
Lecturer
Visiting
Lecturer
J. Outline of Topics to be covered (Learning Schedule):
Main semester: Once per week
Subordinate semester: Twice per week
Week
1
2
3
4
Position
Topics
Reference
Introduction of Assets and Liabilities management
(ALM) in commercial bank management
Equity management in commercial bank
Chapter 1
Liabilities management
Chapter 3
Chapter 2
Liabilities management (cont.)
5
Assets management
6
Assets management (cont.)
7
Exercise
8
Review + Mid-term test+ continue teaching
Chapter 4
9
10
– Risk management in commercial bank
– Credit risk management
Chapter 6
Interest rate risk management
Chapter 6 &7
Lange et al;
Chapter 6
11
Liquidity risk management
Chapter 15&16
Lange et al;
Chapter 6
12
13
Financial management in commercial bank
Chapter 5
– Market risk management
Chapter 15
– ALM model overview
14
15
Bessis J.
Exercises
Review
Notice:
– This course is designed with the participation of guest speaker from
business circle who will share his/her own business experiences; or students
may join certain seminars during the course.