MF 820, Fall 2009

Management of Financial Institutions

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Syllabus

Peer Evaluation Form

First Set of Lecture Notes

Second Set of Lecture Notes

HK Disney Case Guidelines

S&P Guide to Loan Market (read pages 1-28)

Third Set of Lecture Notes

Interest rate risk example

Syndicated loans v. Bonds

Fourth set of Notes (V-A-R)

Solutions to IRR examples from Lecture Notes

Practice problems for IRR

Solutions to practice problems for IRR

Petersen & Rajan article

Guidelines for Circle Lending Case

Writing Tips

Fifth set of Lecture Notes

Practice midterm 1

Practice midterm 2

Practice midterm 1 answers

Practice midterm 2 answers

VaR Spreadsheet

Notes on Credit Risk

Coval & Stafford on Securitization

Bistro Trust

Midterm Solutions

Credit risk example

Structured finance example

Reading on Fannie and Freddie

Reading on Subprime mortgage securitization

Notes on Liquidity Risk

Reading on 2008 Financial Crisis

Buffet's 2002 Shareholder Letter (read section on derivatives)