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A.

COURSE OUTLINE
Course ID
TC407DE01

Course title
Assets and Liabilities Management

Credits
3

To be applied to Semester - 12.1A, School year: 2012 - 2013 under


Decision No. . . . ./Q-BGH date . . . . . .
Course specifications
Periods

Periods in classrom

Total
periods
*

Lecture
/
Semina
r

Laborator
y/ Studio

Activit
y

Fieldwor
k

(1)
45

(2)
45

(3)
0

(4)
0

(5)
0

Selfstudy Lectur
period e room
s

(6)
90

(7)
45

Lab
roo
m

(8)

Fieldwor
k

(9)
0

B. Other related courses:


Other related Subjects

Course ID
Prerequisites:
TC302DV01

Course title
Financial statements analysis

C. Course Description:
In this course, students will get very basic knowledge about assets and liabilities
management of commercial banks including key concepts: equity; assets, liabilities and
their components; methodologies and models for assets and liabilities management. Based
on such knowledge, students could choose a suitable method to manage a banks assets and
liabilities. Some kinds of risks and risk management methodologies are also introduced in
this course. Finally, the course provides the way to evaluate a banks performance through
some performance (operating) and safety ratios.

D. Course Objectives:
No.

Course Objectives

1.

Knowledge: Students get familiar with assets and liabilities management, kinds of
risks and risk management of commercial bank, assessment of the bank performance
via financial analysis. Students will be able to understand:

2.

Capital adequacy ratio (CaR)

3.
4.

Components of assets and liabilities of a commercial bank


Basic knowledge about assets and liabilities management of commercial banks

including key concepts: equity, assets and liabilities

5.

Elements that affect assets and liabilities

6.

Methodologies and models for assets and liabilities management

7.

Identification and measurement of some kinds of risk in commercial banking


Skills:
Implement some methods and models of assets and liabilities management,
apply them to do exercise, analyse the banks funding and using fund
operations.

8.

Apply risk management models in preparing reports to management about


assets and liabilities management.

E. Learning Outcomes:
No.

Learning Outcomes

1.

Distinguish equity, assets and liabilities in banking operation

2.

Understand and decide suitable methods or models used for asset/liability


management

3.

Get some knowledge about assets of commercial banks

4.

Aware of kinds of risk and risk management in banking, especially credit


risk, liquidity risk, interest rate risk and market risk

5.

Be able to evaluate/assess a banks performance through performance


(operating) and safety ratios.

6.

Be able to involve in identifying, assessing, reporting and recommending


ways to eliminate risks.

F. Instructional Modes:
1. Students are expected to read textbook and reading materials prior to class and
exercise (to be announced later).
2. The course will be taught by lecturing and doing exercises.
3. Students are formed in groups to do assignments and prepare homework (group of at
least 5 students).

G. Textbooks and teaching aids:


1. Required Textbooks and Materials

PGS.TS. Nguyn ng Dn (2010), Qun tr ngn hng hin i, Nh xut bn


Phng ng.
Bessis, J. (2004), Risk management in Banking, John Wiley & Sons, Ltd.
Lange, H., Saunders, A., Anderson, J.A., Thomson, D. and Cornett, M. (2007),

Financial Institutions Management, McGraw Hill, Irwin.

Other refferences
PTS. Nguyn Vn Tin (1999), Qun tr ri ro trong kinh doanh ngn hng, Nh
xut bn thng k.
Peter S. Rose (2009), Commercial bank management, 5th Irwin/McGraw-Hill
(Part II, chapter 6,7)
Joseph F.Sinkey (2004), Commercial bank financial management, 6th PrenticeHall, Inc.

oftware
Not required

H. Assessment Methods (Requirements for Completion of the Course):


1. Description of learning outcomes assessment
Students will be continuously assessed during the course. The assessment method
includes several techniques such as closed-book exam, and group assignment as a
tool for lecturers to examine students ability to understand and apply academic
knowledge in practice.
2.

Summary of learning assessment

Component
s
The 1st test

Mid-term
Test
Final Test

Duration
continuousl
y assessed
during the
course
60 minutes
90 minutes
Total

Assessment Forms
Groups assignment
+ individual
contribution

Closed-book exam

Percentag
e

Schedule
Week 1-14

20%
30%

Week 8

50%
100%

Week 15

In case a student is absent over 30% of teaching classes, he/she is not allowed to attend the
final test.

3. Academic Integrity
Academic integrity is a fundamental value that affects the quality of
teaching, learning, and research at a university. To ensure the maintenance of
academic integrity at Hoa Sen University, students are required to:

Work independently on individual assignments


Collaborating on individual assignments is considered cheating.
Avoid plagiarism
Plagiarism is an act of fraud that involves the use of ideas or words of another person
without proper attribution. Students will be accused of plagiarism if

they:
i. Copy in their work one or more sentences from another person
without proper citation.
ii. Rephrase, paraphrase, or translate another persons ideas or words
without proper attribution.
iii. Reuse their own assignments, in whole or in part, and submit
them for another class.
Work responsibly within a working group
In cooperative group assignments, all students are required to stay on task and
contribute equally to the projects. Group reports should clearly state
the contribution of each group member.
Any acts of academic dishonesty will result in a grade of zero for the task at
hand and/or immediate failure of the course, depending on the seriousness of
the fraud. Please consult Hoa Sen Universitys Policy on Plagiarism at
http://thuvien.hoasen.edu.vn/chinh-sach-phong-tranh-dao-van. To ensure the
maintenance of academic integrity, the university asks that students report cases
of academic dishonesty to the teacher and/or the Dean. The names of those
students will be kept anonymous.
I .Teaching Staff:
No.

Email, Phone number,


Office location

Professors name

Ha Duc Thi Nguyen

Lan Cao Phuong

Office
hours

Position
Visiting
Lecturer
Visiting
Lecturer

J. Outline of Topics to be covered (Learning Schedule):


Main semester: Once per week
Subordinate semester: Twice per week

Wee
k

1
2
3
4

Topics
Introduction of Assets and Liabilities management
(ALM) in commercial bank management
Equity management in commercial bank
Liabilities management

Reference
Chapter 1
Chapter 2
Chapter 3

Liabilities management (cont.)

Assets management

Assets management (cont.)

Chapter 4

Exercise

Review + Mid-term test+ continue teaching

10

Risk management in commercial bank

Credit risk management

Interest rate risk management

Chapter 6
Chapter 6 &7
Lange et al;

11

Liquidity risk management

Chapter 6
Chapter 15&16
Lange et al;

12
13

Financial management in commercial bank

Market risk management

ALM model overview

14
15

Chapter 6
Chapter 5
Chapter 15
Bessis J.

Exercises

Review

Notice:

This course is designed with the participation of guest speaker from


business circle who will share his/her own business experiences; or students
may join certain seminars during the course.