當期課號 | 7013 | Course Number | 7013 |
---|---|---|---|
授課教師 | 洪志興 | Instructor | HUNG,CHIH HSING |
中文課名 | 金融機構與市場 | Course Name | Financial Institution and Markets |
開課單位 | 財務金融系碩士班一A | Department | |
修習別 | 必修 | Required/Elective | Required |
學分數 | 3 | Credits | 3 |
課程目標 | 本課程旨在探討金融市場之原理與實務,金融機構之產業研究金融機構之管理,中央銀行之運作及其貨幣政策,國際金融體系之探討。同時會談論一些新金融商品及金融創新等主題。 | Objectives | Overview and study of financial markets, the financial institutions industry, the management of financial institutions, central banking and conduct of monetary policy, the intermational financial system, financial derivatives and financial inmovation. |
教材 | 教科書: Foundations of financial markets and institutions/Fabozzi,Modigliani and Jones. Lecturer2: Vincent Y. Chang Journal papers. |
Teaching Materials | Textbook: Foundations of financial markets and institutions/Fabozzi,Modigliani and Jones. Lecturer2: Vincent Y. Chang Journal papers. |
成績評量方式 | 1.Hung: (1).Class Participation 25% (2).Med Test 25% 2. Chang: (1) Presentation: 25% (2) Final term: 15% (3) Participation: 10% i. Asking questions ii. Answering questions |
Grading | 1.Hung: (1).Class Participation 25% (2).Med Test 25% 2. Chang: (1) Presentation: 25% (2) Final term: 15% (3) Participation: 10% |
教師網頁 | http://lms.ctl.cyut.edu.tw/2009171 | ||
教學內容 | Two subjects First subject: 1.Financial Institutions. 2.The level and structure of Interest rates 3.Market for government Debt 4.Market for corporate securities 5.Mortgage and securitized asset markets Lecturer2: Vincen Y. Chang Risk taking and insolvency: Cummins, J.D., S.E, Harrington and R. Klein, 1995, Insolvency experience, risk-based capital, and prompt corrective action in property-liability Insurance, Journal of Banking and Finance 19: 511-527. Baranoff, Etti G. and Thomas W. Sager, 2002, The Relations Among Asset Risk, Product Risk, and capital in the Life Insurance Industry, Journal of Banking and Finance, 26: 1181-1197. Esty, B. C., 1997, Organizational Form and Risk Taking in the Savings and Loan Industry, Journal of Finance Economics, 44: 25-55. Kaufman, G. G., 1994, Bank contagion: A Review of the Theory and Evidence, Journal of Financial Services Research, 8(2): 123-150. Asset liability management--Interest rate immunization strategy: Bierwag, G. O., 1977, Duration and the Term Structure of Interest Rates, Journal of Financial and Quantitative Analysis, 12: 725-742. Tzeng, L. Y., Wang, J. L., and J. H. Soo, 2000, Surplus Management under a Stochastic Process, Journal of Risk and Insurance, 67(3): 451-462. Financial Regulation: Barth, J., G. Caprio, and R. Levine, 2004, Bank Regulation and Supervision: What works Best? Journal of Financial Intermediation, 13: 205-248. |
Syllabus | Two subjects First subject: 1.Financial Institutions. 2.The level and structure of Interest rates 3.Market for government Debt 4.Market for corporate securities 5.Mortgage and securitized asset markets Lecturer2: Vincen Y. Chang Risk taking and insolvency: Cummins, J.D., S.E, Harrington and R. Klein, 1995, Insolvency experience, risk-based capital, and prompt corrective action in property-liability Insurance, Journal of Banking and Finance 19: 511-527. Baranoff, Etti G. and Thomas W. Sager, 2002, The Relations Among Asset Risk, Product Risk, and capital in the Life Insurance Industry, Journal of Banking and Finance, 26: 1181-1197. Esty, B. C., 1997, Organizational Form and Risk Taking in the Savings and Loan Industry, Journal of Finance Economics, 44: 25-55. Kaufman, G. G., 1994, Bank contagion: A Review of the Theory and Evidence, Journal of Financial Services Research, 8(2): 123-150. Asset liability management--Interest rate immunization strategy: Bierwag, G. O., 1977, Duration and the Term Structure of Interest Rates, Journal of Financial and Quantitative Analysis, 12: 725-742. Tzeng, L. Y., Wang, J. L., and J. H. Soo, 2000, Surplus Management under a Stochastic Process, Journal of Risk and Insurance, 67(3): 451-462. Financial Regulation: Barth, J., G. Caprio, and R. Levine, 2004, Bank Regulation and Supervision: What works Best? Journal of Financial Intermediation, 13: 205-248. |