課程資訊
課程名稱
金融機構管理
Management of Financial Institutions 
開課學期
101-2 
授課對象
財務金融學系  
授課教師
黃達業 
課號
Fin3004 
課程識別碼
703 42110 
班次
02 
學分
全/半年
半年 
必/選修
必修 
上課時間
星期一2,3,4(9:10~12:10) 
上課地點
管二302 
備註
本課程中文授課,使用英文教科書。先修科目:統計、財務管理。
限本系所學生(含輔系、雙修生) 且 限學士班三年級以上
總人數上限:60人 
 
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課程概述

1. Specialness, Risks and Regulation of Financial Institutions(2/18/2011與2/25/2011)
-金融機構的特殊性與金融監理的重要性/金融機構的風險/利率風險市場風險信用風險/ OBS風險技術與作業風險外匯風險主權風險流動性風險倒閉風險
*Saunders: Ch. 1 & 7
*Mishkin,F.S, “The Economics of Money, Banking and Financial Markets”,
2010, sixth Edition, Addison-Wesley金融監理的經濟分析(Ch.11)
*個案研討:簽訂ECFA對我國銀行業的衝擊與影響
2. Interest Rate Risk Measurement and Management(3/04/2011)
專題演講: 利率風險管理實務 (台灣人壽)
3. Interest Rate Risk Measurement and Management(3/11/2011 &3/18/2011)
-到期日模型期間模型重新訂價模型
* Saunders: Ch. 8~9
4. CSBF conference (停課一次) (3/25/2011. 將在6/17下午補課)
5. Credit Risk Measurement and Management(4/1/2011)
-個別貸款風險貸款投資組合風險
* Saunders: Ch. 11~12
6. Risk Management of Derivative Securities(4/8/2011與4/15/2011)
-期貨與遠期選擇權、上限(Caps)、下限(Floors)與上下限(Collars)交換(Swaps)
* Saunders: Ch. 23~25
*個案研討: 雷曼事件與金融海嘯對美國監理的挑戰
7. 期中考試(4/22/2011)
8. Bank Mergers & Acquisitions(4/29/2011, 5/06/2011)
-金融機構的合併購併(M & A)趨勢
* Saunders: Ch. 2~6 & Ch.22
9. The Introduction and Management of Non-Bank Banks(5/13/2011)
專題演講: 非銀行金融機構的管理實務 (中租迪和)
* Saunders: Ch. 3~6
10. The Deposit Insurance and Capital Adequacy(5/20/2011)
* Saunders: Ch. 19 & 20
11. 銀行參訪: 中信銀與國泰世華銀行(5/27/2011)
12. 期末考試(6/03/2011)
13. 非銀行機構-中租迪和參訪(6/10/2011)
14. Presentation of Term Reports I(6/17/2011)
(1)Merton, Robert,1979 “An Analytical Derivation of the Cost of Deposit Insurance and Loan Guarantees”, Journal of Banking & Finance 1, pp. 3-11
(2) Buser, Chen, A. and Kane, E., 1981, “Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital.” Journal of Finance, 36, pp.51-60.
(3)Hwang, Dar-Yeh et al, 2009,”The pricing of deposit insurance considering bankruptcy costs and closure policies” Journal of Banking & Finance 33, pp. 1909—1919
15. Presentation of Term Reports II(6/17/2011下午)(補課)
(4).LaPorta, Lopez-De-Silanes, Shleifer, 2002, “Government Ownership of Banks.” The Journal of Finance 57(1), pp. 265-301.
(5).Dinc, Serdar, 2005, “Politicians and Banks: Political Influences on Gov 

課程目標
本課程主要在提供財金系學生修習過「貨幣銀行學」的課程後,進一步探討金融機構的經營管理。重要主題有(一) Specialness, Risks and Regulation of Financial Institutions (二)Interest Rate Risk Measurement and Management (三) Credit Risk Measurement and Management (四)Risk Management of Derivative Securities (五)Bank Mergers & Acquisitions (六)The Introduction and Management of Non-Bank Banks與(七)Deposit Insurance and Capital Adequacy。 
課程要求
(1) 期中考(40%) (2)期末考(30%) (3)個案研討與上課表現(30%) 
預期每週課後學習時數
 
Office Hours
 
指定閱讀
 
參考書目
Saunders,Anthony,and Cornett,M.M.,Financial Institutions Management:A Risk
Management Approach, seventh edition, 2011, McGraw Hill. 
評量方式
(僅供參考)
   
課程進度
週次
日期
單元主題
無資料