Covers credit risk structuring, bank capital ratios, funding determinants, and optimal capital structure, emphasizing interbank lending and covered bonds.
Introduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.
Delves into loan pricing, covering conditions for positive returns, institutional costs, loan loss, funding composition, interest rate evidence, and credit rationing.
Covers loan sales, securitization, risks associated with loans, and the process of moving risks off-balance-sheet.
