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    Y3T1 - Crazy Term Ahead

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    jjk firstlove
    DLSU BSA Year 3 Term 1 Majors - Part 3

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    © All Rights Reserved
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    Y3T1 - Crazy Term Ahead

    Uploaded by

    jjk firstlove
    3 views2 pages
    DLSU BSA Year 3 Term 1 Majors - Part 3

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    3. Y3T1_ Crazy Term Ahead

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    DLSU BSA Year 3 Term 1 Majors - Part 3

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    3 views2 pages

    Y3T1 - Crazy Term Ahead

    Uploaded by

    jjk firstlove
    DLSU BSA Year 3 Term 1 Majors - Part 3

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    2.5.4.

    1 Purchasing power parity


    2.5.4.2 Interest rate parity
    2.6 Derivative securities markets
    2.6.1 Overview of derivative securities markets
    2.6.2 Philippine derivative market
    2.6.3 Forwards and futures
    2.6.3.1 Margin requirement
    2.6.3.2 marking to market
    2.6.4 Options
    2.6.4.1 Profit/loss on options
    2.6.4.2 Black-scholes option pricing model
    2.6.4.3 Put-call parity
    2.6.5 Swaps
    2.6.6 Caps, floors and collars
    EXAM 3 - Week 12
    III. COMMERCIAL BANKS AND OTHER FINANCIAL INSTITUTIONS
    3.1 Industry overview and commercial banking operations
    3.1.1 Philippine banking industry
    3.1.2 Types of banks
    3.1.3 Commercial bank operations
    3.1.3.1 Bank sources and uses of funds
    3.1.3.2 Other fee-generating activities
    3.1.3.3 Off-balance sheet activities
    3.1.4 National and global banking trend and issues
    3.2 Financial statements and analysis
    3.2.1 Financial statements of banks
    3.2.1.1 BSP format financial statements
    3.2.1.2 FS accounts unique to banks including off-balance sheet items
    3.2.1.3 Direct relationship between income statement & balance sheet
    3.2.2 Bank performance
    3.2.2.1 ROE framework
    3.2.2.2 BSP performance indicator
    3.2.2.3 SAFr assessment
    3.3 Regulation of Philippine banks
    3.3.1 Regulation of bank operations
    3.3.1.1 Regulatory structure
    3.3.1.2 AMLA
    3.3.1.3 DOSRI loans
    3.3.1.4 Reserve requirement
    3.3.1.5 Other relevant BSP regulations
    3.3.2 Philippine Deposit Insurance Corporation
    3.3.3 Regulation of capital (BASEL III)
    3.4 Other financial institutions
    3.4.1 Non-bank financial institutions supervised by BSP
    3.4.2 Insurance companies
    3.4.3 Investment company and Mutual fund
    3.4.4 Fintech companies
    IV. RISK MANAGEMENT IN FINANCIAL INSTITUTIONS
    4.1 Managing credit risk
    4.1.1 Overview of credit risk management
    4.1.2 Credit quality problems
    4.1.3 Credit analysis
    4.1.3.1 GDS and TDS ratios
    4.1.3.2 credit scoring system
    4.1.3.3 cash flow and ratio analysis
    4.1.3.4 Altman Z-score
    4.1.4 Return on a loan (ROA and RAROC)
    4.2 Managing liquidity risk
    4.2.1 Overview of liquidity risk
    4.2.2 Causes of liquidity risk (Asset- side and liability-side)
    4.2.3 Liquidity risk management
    4.2.3.1 Stored and purchased liquidity
    4.2.3.2 Liquidity planning
    4.2.4 Measures of liquidity exposure
    4.2.4.1 Net liquidity statement
    4.2.4.2 Peer group ratio comparisons
    4.2.4.3 Liquidity index
    4.2.4.4 Financing gap and financing requirement
    4.2.4.5 BASEL III’s LCR and NSFR
    4.3 Managing interest rate and insolvency risk
    4.3.1 Overview of interest rate and insolvency risk management
    4.3.2 Interest rate risk measurement and management
    4.3.2.1 Repricing model
    4.3.2.2 Duration model
    4.3.3 Insolvency risk management (MV vs. BV of capital)
    COMPREHENSIVE EXAM - Week 14

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