Bank Management

Treasury and Liquidity Management in Banks

Integrated course, 3.00 ECTS


Course content

This course discusses various aspects of the treasury and liquidity management in banks. Particular attention is given to risk assessment, regulatory requirements and available financial instruments.

The core contents of the course include:
[1] Liquidity management for banks;
[2] Bank deposits;
[3] Risks from term transformation; sun spots and bank runs; liquidity measures: liquidity coverage ratio (LCR), net stable funding ratio (NSFR);
[4] Regulatory liquidity requirements;
[5] Money market/investment market instruments: securitization, repos, CP, ABS, CDO, ECB instruments, notes/bonds, convertibles, hybrids.
Optional contents can include:
[6] Issuance of bank bonds (treasury); information requirements;
[7] Bank liquidity and financial crises: a critical discussion;
[8] Settlement of financial market trades and liquidity.

Learning outcomes

Graduates have detailed knowledge of the management of banking companies. In particular, they know the framework conditions and challenges in the area of liquidity and interest rate management. Graduates are also familiar with the need for action, techniques and (financing) instruments in liquidity and interest rate management and can evaluate and justify decisions against the background of possible alternatives. They have access to the necessary - constantly changing - sources of information/legal information and can classify changes in this regard and "translate" them into the daily business of a credit institution.

Recommended or required reading and other learning resources / tools

References: Bartetzky (2012): Praxis der Gesamtbanksteuerung, Schäffer-Poeschel. Botsis et al (2013): Kennzahlen und Kennzahlensysteme für Banken, Springer. Choudry (2011): An Introduction to Banking, Wiley. Daheim/Thiele (2011): 100 Bankkennzahlen, cometis. Enthofer/Haas (eds./2011): Handbuch Treasury, Linde. Hartmann-Wendels et al (2010): Bankbetriebslehre, Springer. Horsch et al (2011): Wertorientierte Banksteuerung I und II, Frankfurt School V. Koch/McDonald (2009): Bank Management, Cengage Learning. Rolfes (2008): Gesamtbanksteuerung, Schäffer-Poeschel. Schierenbeck (2012): Ertragsorientiertes Bankmanagement, Band 1 bis 3, Gabler. Wernz (2012): Banksteuerung und Risikomanagement, Springer.
Academic journals: Die Bank, Bankarchiv, Bankmagazn, Journal of Banking and Finance.

Mode of delivery


Prerequisites and co-requisites


Assessment methods and criteria

ILV: final exam, assessment of active course participation