LO1: Discuss the size, structure, and composition of the banking industry in Canada.
LO2: Discuss the nature and importance of off-balance-sheet assets and liabilities for Canadian
MANAGEMENT: A RISK
FINA 481 Fall 2016 A.Addas
Chapter 12 Liquidity Risk
LO1 Identify the causes of liquidity risk on an FIs balance sheet,
FINA 481 Section A
Financial Institutions management
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Oct 19, 2016
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FINAL EXAM FORMULA SHEET
Change in Net Interest Income = NIIi = (GAPi) Ri = (RSAi - RSLi) Ri
CFt DFt t
Duration of a consol bond: D = 1 + 1/R
Duration Gap = DA - DL
Interest Rate Risk I
LO1: Discuss the Bank of Canada's role in setting monetary policy and influencing the level and
movement of interest rates.
LO2: Discuss the repricing model and apply it to the balance sheet of an FI.
Interest Rate Risk II
LO1: Calculate duration for zero-coupon and interest-bearing bonds.
LO2: Discuss the features of duration and the economic meaning of duration.
LO3: Discuss the relationship between duration and inter
FINA 481 Database Assignment
This is a group assignment. You can work in teams of 3-5 people. The assignment
is due on November 23.
Go to the Bloomberg terminal and use the Banking Dashboard tool (BI BANKBN)
to answer the following questions:
1. Using the
RISK OF FINANCIAL INSTITUTIONS
5TH CANADIAN EDITION
FINA 481 Fall 2016 A.Addas
This chapter discusses the risks associated
with financial intermediation:
Interest rate risk, market risk, credit r
LO1: Discuss the size, structure, and composition of companies in the life insurance industry in Canada.
LO2: Discuss the size, structure, and composition of the property and casualty insurance industry
Securities, Brokerage, and Investment Banking
LO1: Discuss the size, structure, and composition of companies in the securities industry in
LO2: Explain the difference between integrated firms, institutional firms,
This spreadsheet supports STUDENT analysis of the case, "Bear Stearns
and the Seeds of Its Demise" (UVA-F-1574)
Copyright 2008 by the University of Virginia Darden School Foundation, Charlottesville, VA. All rights reserved.
Global CDO Issuance by Underly
Why Are Financial Institutions Special?
LO1: Discuss the special functions that financial institutions provide.
LO2: Illustrate how financial institutions act as brokers and asset transformers.
LO3: Explain the types of reg
Bear Stearns Case
Please answer the following questions on the Bear Stearns case posted on Moodle. You can
work in groups of 3-5 students. You can also use the supplemental Excel sheet that
accompanies the case