Educational guide | ||||||||||||||||||||||||||||||||||||||||
IDENTIFYING DATA | 2024_25 | |||||||||||||||||||||||||||||||||||||||
Subject | ASSET LIABILITY MANAGEMENT | Code | 01739011 | |||||||||||||||||||||||||||||||||||||
Study programme |
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Descriptors | Credit. | Type | Year | Period | ||||||||||||||||||||||||||||||||||||
6 | Compulsory | Second | First |
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Language | ||||||||||||||||||||||||||||||||||||||||
Prerequisites | ||||||||||||||||||||||||||||||||||||||||
Department | DIREC.Y ECONOMIA DE LA EMPRESA |
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Coordinador |
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mcgonv@unileon.es mgonf@unileon.es |
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Lecturers |
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Web | http:// | |||||||||||||||||||||||||||||||||||||||
General description | ||||||||||||||||||||||||||||||||||||||||
Tribunales de Revisión |
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Competencies |
Type A | Code | Competences Specific |
A17672 | ||
Type B | Code | Competences Transversal |
B5465 | ||
B5468 | ||
B5470 | ||
B5471 | ||
B5473 | ||
Type C | Code | Competences Nuclear |
C2 | ||
C3 | ||
C4 |
Learning aims |
Competences | |||
B5471 |
C2 C4 |
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A17672 |
B5465 B5470 B5471 B5473 |
C2 C3 C4 |
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A17672 |
B5465 B5470 B5471 B5473 |
C2 C3 C4 |
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B5468 B5470 B5471 B5473 |
C2 C3 C4 |
Contents |
Topic | Sub-topic |
Planning |
Methodologies :: Tests | |||||||||
Class hours | Hours outside the classroom | Total hours | |||||||
Problem solving, classroom exercises | 15 | 35 | 50 | ||||||
Practicals using information and communication technologies (ICTs) in computer rooms | 15 | 0 | 15 | ||||||
Personal tuition | 6 | 0 | 6 | ||||||
Assignments | 4 | 20 | 24 | ||||||
Lecture | 15 | 35 | 50 | ||||||
Mixed tests | 5 | 0 | 5 | ||||||
(*)The information in the planning table is for guidance only and does not take into account the heterogeneity of the students. |
Methodologies |
Description | |
Problem solving, classroom exercises | |
Practicals using information and communication technologies (ICTs) in computer rooms | |
Personal tuition | |
Assignments | |
Lecture |
Personalized attention |
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Assessment |
Description | Qualification | ||
Lecture | Véase el apartado “Pruebas mixtas” | ||
Practicals using information and communication technologies (ICTs) in computer rooms | 20% de la nota global | ||
Problem solving, classroom exercises | Véase el apartado “Pruebas mixtas” | ||
Mixed tests | Pruebas escritas: 50% de la nota global. Trabajos, casos prácticos o informes: 20% de la nota global. |
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Other comments and second call | |||
Sources of information |
Access to Recommended Bibliography in the Catalog ULE |
Basic |
CHOUDHRY, M. (2011), An Introduction to Banking, Liquidity Risk and Asset-Liability Management, John Wiley & Sons Ltd., Chichester, West Sussex (England) GONZÁLEZ VELASCO, M. DEL C. (2022), Análisis de las Operaciones Financieras para Actuarios (Financial Mathematics for Actuaries), Aranzadi y Thomson Reuters, Navarra MENEU, V.; NAVARRO, E. y BARREIRA, M. T. (1992), Análisis y Gestión del Riesgo de Interés, Ariel, Barcelona FABOZZI, F. J. (2016), Bond Markets, Analysis and Strategies, Prentice Hall, LÓPEZ PASCUAL, J. y SEBASTIÁN GONZÁLEZ, A. (2010), Gestión Bancaria. Factores claves en un entorno competitivo (3ª edición), Mc Graw-Hill Interamericana, Madrid |
Complementary |
VAN DEVENTER, D. R.; IMAI, K. y MESLER, M. (2013), Advanced Financial Risk Management, John Wiley & Sons Singapore Pte. Ltd., Singapore BIERWAG, G. O. (1991), Análisis de la duración. La gestión del riesgo de interés, Alianza Editorial, Madrid GONZÁLEZ VELASCO, Mª DEL C. (2007), Análisis de las Operaciones Financieras (Core Syllabus for Actuarial Training in Europe), Thomson Civitas, Madrid CORLOSQUET-HABART, M.; GEHIN, W.; JANSSEN, J. y MANCA, R. (2015), Asset and Liability Management for Banks and Insurance Companies, John Wiley & Sons Inc., Hoboken, New Jersey (USA) ESCH, L.; KIEFFER, R. y LÓPEZ, T. (2005), Asset and Risk Management, John Wiley & Sons Ltd., Chichester, West Sussex (England) CHOUDHRY, M. (2007), Bank Asset and Liability Management. Strategy, Trading, Analysis, John Wiley & Sons (Asia) Pte. Ltd., Singapore FERRUZ AGUDO, L. (Dir. y coord.) (2005), Dirección Financiera del Riesgo de Interés, Pirámide, Madrid CUESTA AGUILAR, F., El Riesgo de Tipo de Interés: Experiencia Española y Solvencia II, Fundación MAPFRE, Madrid SKOGLUND, J. y CHEN, W. (2015), Financial Risk Management. Applications in Market, Credit, ALM and Firmwide Risk, John Wiley & Sons Inc., Hoboken, New Jersey (USA) VERONESI, P. (2016), Handbook of Fixed Income Securities, John Wiley & Sons Ltd., Hoboken, New Jersey (USA) SZYLAR, C. (2014), Handbook of Market Risk, John Wiley & Sons Inc., Hoboken, New Jersey (USA) ADAM, A. (2007), Hankbook of Asset and Liability Management, John Wiley & Sons Ltd., Chichester, West Sussex (England) FABOZZI, F. J. (2012), The Handbook of Fixed Income Securities, McGraw-Hill Contemporary, USA MAZZI, B. (2013), Treasury Finance and Development Banking. A Guide to Credit, Debt and Risk, John Wiley & Sons Inc., Hoboken, New Jersey (USA) |
Recommendations |
Subjects that it is recommended to have taken before | |||
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