Educational guide
IDENTIFYING DATA							2020_21
Subject	ASSET LIABILITY MANAGEMENT					Code	01739011
Study programme	1739 - MASTER UNIVERSITARIO CIENCIAS ACTUARIALES Y FINANCIERAS (MUCAF)
Descriptors	Credit.	Type	Year	Period
	6	Compulsory	Second	First
Language
Prerequisites
Department	DIREC.Y ECONOMIA DE LA EMPRESA
Coordinador	GONZÁLEZ VELASCO , MARÍA DEL CARMEN				E-mail	mcgonv@unileon.es mgonf@unileon.es
Lecturers	GONZÁLEZ VELASCO , MARÍA DEL CARMEN GONZALEZ FERNANDEZ , MARCOS
Web	http://
General description
Tribunales de Revisión	Tribunal titular Cargo Departamento Profesor Presidente DIREC.Y ECONOMIA DE LA EMPRESA FANJUL SUAREZ , JOSE LUIS Secretario DIREC.Y ECONOMIA DE LA EMPRESA AMOR TAPIA , BORJA Vocal DIREC.Y ECONOMIA DE LA EMPRESA SIERRA FERNANDEZ , MARIA DEL PILAR Tribunal suplente Cargo Departamento Profesor Presidente DIREC.Y ECONOMIA DE LA EMPRESA TASCON FERNANDEZ , MARIA TERESA Secretario DIREC.Y ECONOMIA DE LA EMPRESA VALDUNCIEL BUSTOS , LAURA Vocal DIREC.Y ECONOMIA DE LA EMPRESA ROBLES GONZALEZ , FRANCISCO JAVIER

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
	A17672	B5465 B5470 B5471 B5473	C2 C3 C4
	A17672	B5465 B5470 B5471 B5473	C2 C3 C4
		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

Methodologies   ::  

	Description
Problem solving, classroom exercises
Practicals using information and communication technologies (ICTs) in computer rooms
Personal tuition
Assignments
Lecture

Personalized attention

Lecture Personal tuition Practicals using information and communication technologies (ICTs) in computer rooms Problem solving, classroom exercises Mixed tests

Description

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 o informes: 20% de la nota global.
Other comments and second call

ADDENDUM

Contingency plan due to COVID-19 emergency conditions that prevents from presence based teaching

COVID-19 Teaching Guide Addendum Access Link

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) 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

ANALYSIS AND MANAGEMENT OF FIXED INCOME SECURITIES / 00515006 PRINCIPLES OF FINANCIAL OPERATIONS ANALYSIS / 00515023