Homework assignments are distributed throughout the semester with solutions available on the course website. You are not required to turn in these problems. Note, however, that the assignments are indicative of the problems you will see on an exam. Hence, failure to understand the homework assignment could jeopardize your performance at exam time.

Bank Risk and Interest-Rate Exposure

  1. Problem Set 1

  2. Solutions 1

Market and Liquidity Risk

  1. Problem Set 2

  2. Solutions 2

Credit and Loan-Portfolio Risk

  1. Problem Set 3

  2. Solutions 3

Hedging Risk with Derivatives

  1. Problem Set 4

  2. Solutions 4

Liquidity Risk, Deposit Insurance, and Capital Adequacy

  1. Problem Set 5

  2. Solutions 5

Loan Sales and Securitization

  1. Problem Set 6
  2. Solutions 6