Spring 2025 Mathematics GR5480 section 001

INTRODUCTION TO QUANTITATIVE BALANCE SHE

QUANT BALANCE SHEET STRAT

Call Number 17888
Day & Time
Location
S 12:00pm-2:00pm
To be announced
Points 3
Grading Mode Standard
Approvals Required None
Type LECTURE
Method of Instruction In-Person
Course Description

This course introduces students to a quantitative approach to defining and executing on commercial bank balance sheet strategy. Students will receive working knowledge of analyzing, managing and optimizing interest rate risk, liquidity risk and capital risk exposures of commercial bank balance sheets. The course also provides an overview of quantitative approaches to evaluation of business trends within the US commercial banking industry which informs balance sheet strategy of a typical commercial bank.

Web Site Vergil
Department Mathematics
Enrollment 0 students (60 max) as of 6:06PM Thursday, January 2, 2025
Subject Mathematics
Number GR5480
Section 001
Division Interfaculty
Section key 20251MATH5480G001