Rosaria CERRONE | FINANCIAL MARKETS AND INSTITUTIONS ADVANCED
Rosaria CERRONE FINANCIAL MARKETS AND INSTITUTIONS ADVANCED
cod. 0222400041
FINANCIAL MARKETS AND INSTITUTIONS ADVANCED
| 0222400041 | |
| DEPARTMENT OF ECONOMICS AND STATISTICS | |
| EQF7 | |
| STATISTICAL SCIENCES FOR FINANCE | |
| 2024/2025 |
| YEAR OF COURSE 2 | |
| YEAR OF DIDACTIC SYSTEM 2014 | |
| SPRING SEMESTER |
| SSD | CFU | HOURS | ACTIVITY | |
|---|---|---|---|---|
| SECS-P/11 | 10 | 60 | LESSONS |
| Exam | Date | Session | |
|---|---|---|---|
| CERRONE | 10/12/2024 - 10:00 | SESSIONE ORDINARIA | |
| CERRONE | 10/12/2024 - 10:00 | SESSIONE DI RECUPERO |
| Objectives | |
|---|---|
| KNOWLEDGE AND UNDERSTANDING KNOWLEDGE OF FINANCIAL MARKETS AND INSTITUTIONS, OF THEIR RULES AND REGULATION AND OF QUANTITATIVE MODELS AT THE BASIS OF THEIR FUNCTIONING. APPLYIING KNOWLEDGE AND UNDERSTANDING EVALUATION OF THE RISK AND RETURN PROFILE OF FINANCIAL INVESTMENTS AND UNDERSTANDING OF THE MICROSTRUCTURE AND THE CHARACTERISTICS OF MARKET CENTRE. APPLICATION OF THEORETICAL MODELS TO SPECIFIC MARKETS AND FINANCIAL INSTRUMENTS. |
| Prerequisites | |
|---|---|
| NO PREREQUISITE KNOWLEDGE IS REQUIRED. |
| Contents | |
|---|---|
| THE COURSE LASTS 60 HOURS AND IS ESSENTIALLY BASED ON LECTURES WITH DISCUSSION OF REAL CASES. THE MAIN TOPICS ARE AS FOLLOWS: -FINANCIAL MARKETS AND INSTITUTIONS AND MARKETS PRICES OF FINANCIAL INSTRUMENTS (5 HOURS) - EVALUATION METHODS AND YIELD, LIQUIDITY AND RISK INDICATORS OF BONDS (10 HOURS) -EVALUATION METHODS AND YIELD, LIQUIDITY AND RISK INDICATORS OF EQUITY (10 HOURS) - EQUITY AND BONDS PORTFOLIO MANAGEMENT AND PERFORMANCE MEASURMENTS (5 HOURS) - DERIVATIVES IN PORTFOLIO MANAGEMENT (5 HOURS) -BANKS' CAPITAL REQUIREMENTS - BASEL REQUIREMENTS (7 HOURS) - BASEL III INNOVATIONS (5 HOURS) - CAPITAL REQUIREMENTS FOR CREDIT RISK, MARKET RISK, OPERATIONAL RISK AND LIQUIDITY RISK (6 HOURS) - CLIMATE AND ENVIRONMENTAL RISKS (4 HOURS) - THE ADOPTION OF BASEL IV REQUIREMENTS (3 HOURS) |
| Teaching Methods | |
|---|---|
| THE COURSE IS BASED ON LECTURES LASTING 60 HOURS (10 ECTS). DURING THE LECTURES IN-DEPTH ANALYSIS, SEMINARS AND DISCUSSION OF CASE STUDIES WILL TAKE PLACE. THESE LESSONS WILL GIVE THE STUDENTS THE KNOWLEDGE ABOUT THE FINANCIAL MARKETS FUNCTIONING AND THE FUNCTION OF CAPITAL FOR BANKS' STABILITY.THE PARTICIPATION TO LESSONS ISN'T MANDATORY, BUT IT IS STRONGLY RECOMMENDED, BECAUSE IT GIVES THE POSSIBILITY TO CONFRONT THE TEACHER AND EXAMINE CASE STUDIES, THAT DEVELOP A CRITICAL THINKING OF PROBLEMS REFERRED TO FINANCIAL MARKETS. |
| Verification of learning | |
|---|---|
| THE KNOWLEDGE WILL BE ASSESSED THROUGH AN EXAM AND AN EVALUATION WITH GRADES FROM 18/30 TO 30/30. IT CONSISTS IN A WRITTEN EXAM IN THE FORM OF A MULTIPLE CHOICE TEST (30-40 QUESTIONS WITH FOUR ANSWERS AND ONLY ONE RIGHT) AND OPEN QUESTIONS, AND AN ORAL EXAM. THE STUDENTS WILL PASS THE WRITTEN EXAM, IF THEY GAIN AT LEAST THE 70% OF RIGHT ANSWERS. EACH RIGHT ANSWER IS WORTH 1 AND EACH WRONG OR NOT GIVEN ANSWER IS 0. IF THE STUDENTS PASS THE WRITTEN EXAM, THEY WILL BE ASSESSED WITH AN ORAL EXAM IN THE FORM OF A DISCUSSION. THE TOTAL GRADE IS THE MEAN OF THE WRITTEN AND OF THE ORAL GRADE. |
| Texts | |
|---|---|
| FABRIZI, P.L:, ECONOMIA DEL MERCATO MOBILIARE, EGEA, 2021,VII EDIZ. RESTI A., SIRONI A., RISCHIO E VALORE NELLE BANCHE, EGEA, 2021, II EDIZ. (ONLY PART FIFTH "LA REGOLAMENTAZIONE DEL CAPITALE"; AND PART SIXTH "GESTIONE DEL CAPITALE E CREAZIONE DI VALORE") Z. BODIE, A. KANE AND A. MARCUS, INVESTMENTS, 11TH EDITION, MCGRAW HILL |
| More Information | |
|---|---|
| OTHER READINGS ABOUT ACTUAL TOPICS SENT BY E-MAIL OR DOWNLOADABLE FROM WEBSITE. |
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