(in Polish) Zarządzanie aktywami i pasywami 2600-ZRdzZAPkf

Upon completing the course, the student:
In terms of knowledge:
• knows and understands in depth the research methodology and terminology in the field of bank asset and liability management (K_W01),
• knows and understands complex technological, legal, and economic processes and phenomena in bank asset and liability risk management, including fundamental dilemmas of banking book risk management and their impact on financial decisions in organizations, the functioning of the entire economy, and organizations in terms of building information systems (K_W05),
• knows and understands the principles of bank asset and liability risk management on a national and global scale (K_W07).

In terms of skills:
• is able to use the theory of the discipline of economics and finance as well as complementary disciplines (management and quality sciences, legal sciences) to identify, diagnose, and solve problems related to financial decisions and bank asset and liability management (K_U01),
• is able to properly interpret complex technological, social, political, legal, economic, and ecological processes and phenomena, and evaluate their impact on banking book risk management (K_U02),
• is able to formulate and test hypotheses related to the presented research problems in bank asset and liability management, including liquidity risk management, interest rate risk, and foreign exchange risk (K_U04),
• is able to propose solutions and mitigation methods for banking book risks in a bank (K_U05),
• is able to prepare analyses, diagnoses, and reports independently and in teams on complex and unconventional problems related to asset and liability management in banks, present them communicatively to diverse audiences, and conduct debate, also in English, using advanced IT and communication tools (K_U06).

In terms of social competences:
• is ready to evaluate and critically approach complex situations and phenomena related to asset and liability management in a bank (K_K01),
• is ready to recognize the importance and value of scientific knowledge in solving complex problems in banking book risk management in a bank, as well as seek expert advice in this process (K_K02),
• is ready to initiate activities that benefit the community, society, or environment, as well as to initiate actions for the common good in bank asset and liability management (K_K03).

Written pass (test, open-ended questions, tasks), class activity, additional assignments, attendance control, project, term paper.
Learning outcomes will be verified on an ongoing basis through tasks performed by participants during classes and at the end during the course credit assessment.
Passing the course:
• Written assessment
• Project and active class participation
A total of 100 points can be obtained.
Grading scale thresholds:
0–50% – grade 2 (fail)
51%–60% – grade 3
61%–70% – grade 3.5
71%–80% – grade 4
81%–90% – grade 4.5
91%–100% – grade 5
One absence allowed.

Mishkin F., 2004, The Economics of Money, Banking and Financial Markets, Pearson, Addison Wesley (dostępna online)
Resti A., Sironi A., 2007, Risk Management and Shareholders' Value in Banking, Wiley & Sons (dostępna online i w BUW)
JohnC.Hull Zarzadzanie Ryzykiem Instytucji Finansowych
M. Iwonowicz -Drozdowksa Zarządzenie Ryzykiem Bankowym
Inne materiały, prezentacje, czy np. odnośniki do standardów regulacyjnych i artykułów naukowych, są udostępniane w trakcie zajęć.