Teaching
Note
These materials are prepared for my teaching at the Macquarie Business School.
- The content may change before the actual delivery date to ensure the most up-to-date information is provided.
- These materials are intended solely for educational purposes within the scope of this course. Unauthorized use, distribution, or reproduction of any part of this material is prohibited.
- Additional resources and readings may be provided throughout the course to enhance learning experience.
- Please provide any suggestions for improvement, which will be considered for future revisions.
Session 1, 2025
AFIN8003 Banking and Financial Intermediation
| Date | Lecture | Workshop |
|---|---|---|
| Feb 27, 2025 | Week 1 - Introduction (PDF) | Workshop 1 |
| Mar 6, 2025 | Week 2 - Risks and Regulation (PDF) | Workshop 2 (Jupyter Notebook) |
| Mar 13, 2025 | Week 3 - Capital Management and Adequacy (PDF) | Workshop 3 |
| Mar 20, 2025 | Week 4 - Interest Rate Risk (PDF) | Workshop 4 |
| Mar 27, 2025 | Week 5 - Market Risk (PDF) | Workshop 5 |
| Apr 3, 2025 | Week 6 - Credit Risk I: Individual Loan Risk (PDF) | Workshop 6 |
| Apr 10, 2025 | Week 7 - Credit Risk II: Loan Portfolio and Concentration Risk (PDF) | Workshop 7 |
| May 1, 2025 | Week 8 - Liquidity Risk (PDF) | Workshop 8 |
| May 8, 2025 | Week 9 - Liability and Liquidity Management (PDF) | Workshop 9 |
| May 15, 2025 | Week 10 - Sovereign Risk, FX Risk, and Off-Balance-Sheet Risk (PDF) | Workshop 10 |
| May 22, 2025 | Week 11 - Loan Sales and Securitisation (PDF) | Workshop 11 |
| May 29, 2025 | Week 12 - Emerging Topics in Bank Risk Management (PDF) | None |
| Jun 5, 2025 | Week 13 - Review (PDF) | None |
Session 2, 2024
AFIN8003 Banking and Financial Intermediation
| Date | Lecture | Workshop |
|---|---|---|
| Jul 24, 2024 | Week 1 - Introduction (PDF) | Workshop 1 |
| Jul 31, 2024 | Week 2 - Risks and Regulation (PDF) | Workshop 2 |
| Aug 7, 2024 | Week 3 - Capital Management and Adequacy (PDF) | Workshop 3 |
| Aug 14, 2024 | Week 4 - Interest Rate Risk (PDF) | Workshop 4 |
| Aug 21, 2024 | Week 5 - Market Risk (PDF) | Workshop 5 |
| Aug 28, 2024 | Week 6 - Credit Risk I: Individual Loan Risk (PDF) | Workshop 6 |
| Sep 4, 2024 | Week 7 - Midterm Exam | None |
| Sep 11, 2024 | Week 8 - Credit Risk II: Loan Portfolio and Concentration Risk (PDF) | Workshop 8 |
| Oct 2, 2024 | Week 9 - Liquidity Risk (PDF) | Workshop 9 |
| Oct 9, 2024 | Week 10 - Liability and Liquidity Management (PDF) | Workshop 10 |
| Oct 16, 2024 | Week 11 - Sovereign Risk, FX Risk, and Off-Balance-Sheet Risk (PDF) | Workshop 11 |
| Oct 23, 2024 | Week 12 - Loan Sales and Securitisation (PDF) | Workshop 12 |
| Oct 30, 2024 | Week 13 - Emerging Topics in Bank Risk Management (PDF) | None |