Course 2025-2026 a.y.

30178 - INTERNATIONAL BANKING

Department of Finance

Course taught in English

Student consultation hours
31 - 32
BAI (6 credits - I sem. - OP  |  SECS-P/11) - BEMACS (6 credits - I sem. - OP  |  SECS-P/11) - BESS-CLES (6 credits - I sem. - OP  |  SECS-P/11) - BIEF (6 credits - I sem. - OBCURS  |  SECS-P/11) - BIEM (6 credits - I sem. - OP  |  SECS-P/11) - BIG (6 credits - I sem. - OP  |  SECS-P/11) - CLEACC (6 credits - I sem. - OP  |  SECS-P/11) - CLEAM (6 credits - I sem. - OP  |  SECS-P/11) - CLEF (6 credits - I sem. - OP  |  SECS-P/11) - WBB (6 credits - I sem. - OP  |  SECS-P/11)
Course Director:
BRUNELLA BRUNO

Classes: 31 (I sem.) - 32 (I sem.)
Instructors:
Class 31: BRUNELLA BRUNO, Class 32: BRUNELLA BRUNO


Suggested background knowledge

Basic knowledge of the financial system and financial institutions is helpful and recommended.

Mission & Content Summary

MISSION

The course provides a comprehensive overview of the European banking system. It specifically addresses how the system is structured, the main risks—both traditional and emerging—that banks face, and how these risks are measured and managed. The course covers classic risks such as credit, interest rate, and liquidity risks, as well as emerging risks, including environmental and climate-related risks. It also examines the regulatory and supervisory framework and its implications on banks' behaviour.

CONTENT SUMMARY

 

  1. Course Introduction. The European Banking System: An Overview. Structural Differences Between the European and U.S. Banking Systems

  2. What Do Banks Do and What Risks Do They Face? Traditional Risks: Credit Risk and Interest Rate Risk (Definition, Measurement, and Management Tools)

  3. Managing Interest Rate Risk: The Maturity Gap Model and the Duration Gap Model

  4. Interest Rate Risk and Asset-Liability Management: The Case of Silicon Valley Bank

  5. Risk Management and Capital Management: Securitization as a Powerful Tool in Bank Risk Management

  6. Credit Risk, Non-Performing Loans, and Asset Quality

  7. Measuring and Managing Liquidity Risk

  8. Bank Balance Sheets, Bank Performance, and Bank Evaluation

  9. The European Regulatory and Supervisory Infrastructure: An Overview

  10. A Closer Look at Capital and Liquidity Regulation

  11. Banking Union and Resolution Tools

  12. Supervisory Issues in Banking


Intended Learning Outcomes (ILO)

KNOWLEDGE AND UNDERSTANDING

At the end of the course student will be able to...

The main objective of the course is to provide students with an in-depth analysis of the functioning of the banking industry, in light of the main (traditional and emerging) sources of risk and the binding regulatory and supervisory framework.

APPLYING KNOWLEDGE AND UNDERSTANDING

At the end of the course student will be able to...

Have a clear understanding of the characteristics and specificities of the European banking system; identify the main recent trends in European banking; identify the main traditional and emerging risks affecting banks and their impact on bank performance; understand the implications of financial supervision and regulation for banking activities.


Teaching methods

  • Lectures
  • Guest speaker's talks (in class or in distance)
  • Practical Exercises
  • Individual works / Assignments
  • Collaborative Works / Assignments

DETAILS

  • Exercises where the concepts learned in the lectures are applied to solve concrete problems

  • Individual and collaborative in-class, case-based assignments and discussions on selected topic

  • Guest speaker talks to gain a clearer understanding of the main challenges faced by banks in an evolving landscape, including emerging risk types (e.g., how environmental and climate-related risks are measured and managed), and to explore the implications of recent trends (e.g., Fintech) for banking businesses


Assessment methods

  Continuous assessment Partial exams General exam
  • Written individual exam (traditional/online)
   x x

ATTENDING STUDENTS

Details on attendance rule and exam structure will be provided at the beginning of the course and made available in B-Board. 


NOT ATTENDING STUDENTS

Details on attendance rule and exam structure will be provided at the beginning of the course and made available in B-Board. 


Teaching materials


ATTENDING AND NOT ATTENDING STUDENTS

The teaching materials consist of slides, teaching notes, and readings made available by the instructors on Blackboard. The final list of required materials to be tested during the exam will be posted ahead of the exam sessions.

Last change 20/06/2025 17:59