银行与金融理学硕士

课程模块Modules

• 标准理学硕士路径Standard MSc pathway
• 金融科技路径FinTech pathway

必修Core modules

• an examination of the theories of the retail bank
• an overview of the sector
• 中央银行central banking
• bank capital
• analysis of the balance sheet and income statement of banks
• bank data and performance analysis using FRA
• managing liquidity and liabilities
• asset management and the lending decision
• 管理投资功能managing the investment function
• the use of loan sales and securitisation
• current regulatory developments, consumer policy initiatives and current market developments and controversies
• coverage of the debate surrounding the importance of ethics and professionalism in financial services provision
• detailed analysis of consumer behaviour and in particular decision making in financial services markets
• investment, capital structure and divident decisions from a shareholder value perspective
• 资本市场行为（背景）capital market behaviour (background)
• mergers
• real options
• bank data sources
• analysing bank data
• panel data analysis
• bank modelling theory
• estimating asset scale bank economies
• estimating translog and share equations (clustering)
• Equities: Mean-variance efficient portfolios, CAPM, dividend discount valuation
• Derivatives: Common options, real options
• Principles of financial derivative valuation and analytic and numerical methods for valuation

选修Optional modules

• a re-examination of bank asset transformation and risk exposure
• measuring and managing credit risk
• measuring and managing liquidity risk
• measuring and managing interest rate risk
• market risk exposure and management
• using bank capital in risk management
• operational and conduct risk
• the use of derivatives in bank risk management
• Introduction and historical overview
• Statistical underpinnings of quantitative risk management
• Measures of financial risk
• Liquidity risk
• Backtesting
• Credit risk
• 全球金融环境the Global Financial Environment
• Foreign Exchange Theories and Markets