國立中興大學教學大綱
課程名稱 (中) 金融機構與市場(7029)
(Eng.) Financial Market and Institutions
開課單位 財金所
課程類別 必修 學分 3 授課教師 葉宗穎
選課單位 財金所 / 碩士班 授課使用語言 中文 英文/EMI 開課學期 1141
課程簡述 This course in intend to introduce students the essential knowledge of financial markets and financial institutions management and is designed to provide students with the tools and technique that are necessary to analyze and manage the financial risk in the financial institutions. The course is organized around the following parts:

1.introduction of financial intermediaries ;
2.credit risk and management;
3.market risk and management;
4.secondary markets: CDS and bond markets
先修課程名稱
課程含自主學習 Y
課程與核心能力關聯配比(%) 課程目標之教學方法與評量方法
課程目標 核心能力 配比(%) 教學方法 評量方法


1.批判思考
2.全球視野
3.社會責任感
4.創新
5.領導
6.自主解決問題
5
20
30
25
15
5
授課內容(單元名稱與內容、習作/每週授課、考試進度-共16週加自主學習)
週次 授課內容
第1週 Learning Modules and Assignments
There are learning modules (problem sets) in the classes. These assignments require algebra
manipulation and numerical computations. Knowledge of packages, like Matlab or GAUSS,
is very important.
Note: There are 3 to 4 assignments in a semester.

Course Topics and Contents
1. Introduction of Financial Intermediaries
2 Credit Risk and Management
3. Market Risk and Management
4. CDS and its application to Sovereign Risk.
5. CDO and tranches


第2週
第3週
第4週
第5週
第6週
第7週
第8週
第9週
第10週
第11週
第12週
第13週
第14週
第15週
第16週
自主學習
內容

學習評量方式
Grading
Assignments (A), Presentations (P) and Term Paper (Project) (T)
Final Grade = 0:25  A + 0:25  P + 0:5  T
Note I: This course will emphasis the \implementation" rather than the \algebra training".
You need to replicate the work of the assigned paper, including data collection and model
implementation. Programming is needed in this course.
Note II: Presentations are asked students to present RMI's weekly and qiarterly reports.
Students have to apply the free account of RMI-NUS. Presentations should be well-organized
and formal. It is a training for oral presentations. Website: \www.rmicri.org"

教科書&參考書目(書名、作者、書局、代理商、說明)
References
 Material from RMI-NUS.

 Hull, J., 2010, Risk Management and Financial Institutions, 2th Edition, Pearson In-
ternational Edition.
 Due, D., and K., Singleton, 2003, Credit Risk: Pricing, Measurement, and Manage-
ment, Princeton University Press.
 Saunders, A., and M., Cornett, 2008, Financial Institutions Management: A Risk Man-
agement Approach, 6th Edition, McGraw Hill.
 Jorion, P., 2010, Financial Risk Manager Handbook, 4th Edition, John Wiley & Sons.

課程教材(教師個人網址請列在本校內之網址)


課程輔導時間
By Appointment

聯合國全球永續發展目標(連結網址)
 提供體驗課程:N
請尊重智慧財產權及性別平等意識,不得非法影印他人著作。
更新日期 西元年/月/日:無 列印日期 西元年/月/日:2025 / 7 / 04
MyTB教科書訂購平台:http://www.mytb.com.tw/