Publication in the Diário da República: Bolonha 2008/09 [DR. 20757/2008 07.08.2008]
5 ECTS; 3º Ano, 1º Semestre, 30,0 T + 30,0 P
The students should be able to identify the main elements of the management of assets and liabilities; to analyze the theoretical models underpinning the dynamic management of assets and liabilities; to be familiar with the main models of risk and return.
The framework for the management of assets and liabilities. Global management of assets and liabilities - characteristics and risks involved. Management models for assets and liabilities. Dynamic management of assets and liabilities.
- Campos Caiado, A. (2008). Gestão de Instituições Financeiras. : Edições Sílabo
- Antl, B. (1998). Management of Interest Rate Risk. : Euromoney
- G Luckett, D. (1984). Money and Banking. : McGraw - Hill
- Wilson, J. Managing Bank Assets and Liabilities. : Euromoney
Lectures and tutorials.
Software used in class