Morgan Stanley finance and investments
| Kurzus neve | Morgan Stanley finance and investments | |
|---|---|---|
| Tárgykód | MOTS0PA3 | |
| Kurzuskód / Coospace link | PGNAAVE01 | |
| Kar | PSZK | |
| Szervező | Pénzügy Tanszék | |
| Tárgy jellege | szabadon választható, elmélet + gyakorlat | |
| Rövid tartalom | "Day 1 (4×40 minutes)Capital and Recovery and Resolution planning:Overview of Treasury and allocation and optimization of regulatory capital (CET1, T1, T2)Regulation and calculation of capital requirements (RWA), cost of capital and pricing (ROE)Overview of recovery and resolution regulations and their practical outcomes & consequencesAsset and Liability Management activities: managing the balance sheet of a bank or financial institutionManaging interest rate position (NII, EVE, IRRBB)Managing liquidity position (Regulation, HQLA, LCR/NSFR) Day 2 (4×40 minutes)Funding:Composition of funding planLifecycle of a bond and characteristics of structured notes and vanilla notesCost of funding / FTP, a look at the main market indicators (CDS, G-spread) and market eventsStructured notes:Market participants and their motivation (finding, derivatives exposure)Separation of risk, hedge modelProduct introduction: Autocallable, Range Accrual, Reverse Convertible. Discussion of the profile of the embedded derivatives Day 3 (4×40 minutes)Corporate financing trades:Financing collar – introductionDiscussion of the structure and market participant motivationHedge and challengesMargin lending, gap risk, natural hedgesOptionalities in structured transactions:Repurchase trades – optionalityConvertible bonds – optionality" | |
| Kurzus nyelve | angol | |
| Féléves óraszám | 12 | |
| Kreditérték | 3 | |
| Beszámítás | ||
| Hallgatói kör | Preferably to 3rd year students studying in major of Finance and Accounting, or Business Information Technology (in English or Hungarian studies). The course will be offered for foreign students as well. | |
| Létszám | 50 | |
| Értékelés | "3 major topics from the course material will be given to students to work on independently and hand in 2-3 weeks after the class. Signature and grade are awarded according to these: Active participation: 15%Online task submission: 85%" | |
| Előadók | Morgan Stanley practitioners | |
| További információ | ||
| Egyéb | The aim of the class is to give an overview to the students of the possible financing and investment decisions and understand the motivation behind. The class will go into details on the asset and liability side of the Balance Sheet and look at different financing alternatives like bonds, structured notes, capital, hybrid financing and also at liquidity management. The class will cover the related regulations and some real-life examples of practice at an investment bank. | |
| Online órák az intenzív hetet megelőzően | nincsenek | |
| 23.okt | ||
| 24.okt | 10.24. 9:40-tól 10.24. 12:50-ig; terem:BUZC.II.G | |
| 25.okt | 10.25. 9:40-tól 10.25. 12:50-ig; terem:BUZC.II.G | |
| 26.okt | 10.26. 9:40-tól 10.26. 12:50-ig; terem:BUZC.II.G | |
| 27.okt | ||
| 28.okt | ||
| Online órák az intenzív hét lezárása után | nincsenek | |
| Hely | Buzogány u. |