Publication in the Diário da República: Bolonha 2008/09 [DR. 20757/2008 07.08.2008]
5 ECTS; 3º Ano, 1º Semestre, 30,0 T + 30,0 P , Cód. 992529.
Lecturer
- José Miguel Ferreira Graça (2)
(1) Docente Responsável
(2) Docente que lecciona
Prerequisites
Not applicable.
Objectives
The students should be able to identify the main elements of the management of assets and liabilities; to analyze the theoretical models underpinning the dynamic management of assets and liabilities; to be familiar with the main models of risk and return.
Program
The framework for the management of assets and liabilities. Global management of assets and liabilities - characteristics and risks involved. Management models for assets and liabilities. Dynamic management of assets and liabilities.
Evaluation Methodology
Bibliography
- Antl, B. (1998). Management of Interest Rate Risk. : Euromoney
- Campos Caiado, A. (2008). Gestão de Instituições Financeiras. : Edições Sílabo
- G Luckett, D. (1984). Money and Banking. : McGraw - Hill
- Wilson, J. Managing Bank Assets and Liabilities. : Euromoney
Teaching Method
Lectures and tutorials.
Software used in class
