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Banking and Risk Management

Module WI000092

This Module is offered by Chair of Financial Management and Capital Markets (Prof. Kaserer).

This module handbook serves to describe contents, learning outcome, methods and examination type as well as linking to current dates for courses and module examination in the respective sections.

Module version of WS 2020/1

There are historic module descriptions of this module. A module description is valid until replaced by a newer one.

Whether the module’s courses are offered during a specific semester is listed in the section Courses, Learning and Teaching Methods and Literature below.

available module versions
SS 2021WS 2020/1WS 2016/7WS 2011/2

Basic Information

WI000092 is a semester module in English language at Master’s level which is offered in winter semester.

This Module is included in the following catalogues within the study programs in physics.

  • Catalogue of soft-skill courses
Total workloadContact hoursCredits (ECTS)
90 h 30 h 3 CP

Content, Learning Outcome and Preconditions


- Business model and products of banks
- banking regulation and bank runs
- financial instruments (e.g., futures and options)
- pricing of financial instruments
- risk measures (definitions, applications, calculation)

Learning Outcome

After successful completion of the module, students (1) understand and (2) can explain the business model of banks and their products. They can (3) explain the origins of bank runs and the recent financial crisis as well as the necessity of central banks and banking regulation. Furthermore, they can (4) evaluate prices of futures and options. Finally, students can (5) apply and evaluate various risk measures used in financial institutions as well as (6) analyze their advantages and limitations (e.g., duration, convexity, value at risk).



Courses, Learning and Teaching Methods and Literature

Courses and Schedule

VO 2 Banking and Risk Management (WI000092) Windmüller, S. Tue, 15:00–16:30, virtuell
Tue, 15:00–16:30, virtuell

Learning and Teaching Methods

The module combines various learning methods:
- Basic knowledge, theoretical concepts and practical examples will be provided through the lecture.
- Controversial discussions and active participation in class are encouraged to deepen understanding of the concepts presented.
- In integrated exercises, students will apply their theoretical knowledge to concrete issues and analyze selected case studies.
- Students will get insights into practice via several guest lectures


Presentation slides, white board


- Hull, J.C., 2012, Risk Management and Financial Institutions, Third Edition, New Jersey.
- Hull, J.C., 2011, Options, Futures and Other Derivatives, Eighth Edition, Essex.
- Further recommended readings are given in the lecture.

Module Exam

Description of exams and course work

Current notice: Due to the continuing CoViD19-pandemic, the exam for this winter semester 2020/21 has been adjusted.
The examination is an unsupervised online Moodle-Test.
The exam consists of open questions and calculations. By answering questions in text form, students show that they are able to understand and to explain current issues in banking and risk management (e.g., the role of central banks, calculation and limitations of various risk measures). By performing calculations and elaborating on theoretical considerations, students show that they are able to evaluate prices of futures and options. They show their ability to apply and evaluate various risk measures used in financial institutions. Moreover they show that they are able to analyze their advantages and limitations (e.g., duration, convexity, value at risk).
Students are allowed one two-sided DIN A4 page of notes (i.e., formula gallery).

Exam Repetition

There is a possibility to take the exam in the following semester.

Current exam dates

Currently TUMonline lists the following exam dates. In addition to the general information above please refer to the current information given during the course.

Banking and Risk Management
Tue, 2021-07-27, 11:30 till 12:30 N1190
Melden Sie sich bitte nur an, wenn Sie die Prüfung verbindlich auch nach Lektüre der Informationen unter ablegen werden. Please register only if you will take the exam with binding effect even after reading the information at till 2021-06-30 (cancelation of registration till 2021-07-20)
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