MF 820

Management of Financial Institutions

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Syllabus

First Lecture Notes

Second Lecture Notes

Guideline for first case (HK Disney)

Guide to the Loan Market

Important Announcement: Starting on February 5, MF 820 will meet in Devlin 010.

Third Lecture Notes (IRR)

HK Disney Spreadsheet

A few writing tips

Lecture notes on V-A-R

Answers to example on IRR hedging from lecture notes

Spreadsheet with calculations for IRR example

Guidelines for CircleLending Case

Article on Bank Lending to Small Businesses

Notes on Small Business Finance

Spreadsheet with V-A-R calculations

2005 midterm

2005 midterm solutions

2006 midterm

2006 midterm solutions

2007 final

2007 final solutions

Lecture notes on credit risk

Answers to the 2008 midterm

Guidelines for the Bistro Trust Case

Lecture notes on liquidity risk

Article on 1998 liquidity crisis

Article on Basle II

Guidelines for the LTCM Case

Ashcraft & Schuermann on Subprime Debacle

Overview of Subprime Debacle

2002 Final

2002 Final answers

2005 Final

2005 Final answers

Notes from last class

Answers to 2008 Final Exam