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Announcement of Vacancy
Chair in Banking and Finance in Belgrade
The Megatrend University announces the start of the selection procedure for appointing a Professor or Associate Professor in Banking and Finance at the Faculty of Business Studies sponsored by the Hellenic Bank Association (HBA).
Applicants are kindly invited to submit:
1. Informal letter of motivation
2. CV of the candidate for the HBA Chair in Banking and Finance containing information at least on:
- teaching and research activities of the candidate on risk management and related topics.
- Serbian and English language competence.
- present or past position as Associate or Full Professor according to Serbian law.
3. Vision of the candidate for a modern Master’s program in Banking and Finance (not more than three pages)
4. Commitment of the candidate to teach two courses for the Master’s program in Banking and Finance, including a course in risk management for banking sector, described at the website of Megatrend university, www.megatrend-edu.net
Address of submission: to the office of the Director of teaching and research, Prof. Oskar Kovac at Megatrend University of Applied Sciences, 11000 Belgrade, Novi Beograd, Goce Delceva 9a, together with an electronic submission to his e-mail address: okovac@megatrend-edu.net
The deadline for receiving application forms: 30.10.2008.
The decision will be made upon a recommendation by a body of international referees. Let it also be mentioned that the selection Committee is interested even in candidates, which have a possibility to teach for one semester per year only (not for a full academic year).
Tentative Curriculum
I. CREDIT RISK MANAGEMENT
1. The Importance of Credit Risk Management
2. The forms of credit risk
a. Credit risk of loans
b. Counterparty risk
c. Country risk
3. Expected Loss
4. Measuring Default Risk
5. Structuring Credit Agreements: Covenants and Collateral
6. Designing and Implementing a Rating System
7. Loan Pricing
8. Using Credit Default Models
9. Portfolio Management of Credit Risk
10. Credit Derivatives
11. Structured Credit Notes
12. Credit Risk Management and Basel II
II. INTEREST RATE RISK MANAGEMENT
1. The forms of interest rate risk
a. Income risk
b. Investment risk
2. Income Simulation
3. Duration and Convexity
4. Economic Value Simulation
5. The Value at Risk model
6. Interest rate risk management and asset / liability management
7. Interest rate risk management using derivatives
III. EXCHANGE RATE RISK MANAGEMENT
1. The forms of exchange rate risk
a. Transaction risk
b. Translation risk
c. Economic risk
2. The measurement of exchange rate risk
a. The VaR method
b. The “implied volatility” method
c. The simulation method
3. Exchange rate risk management
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