FIUNKNBM Banking Models and Analysis

School of Business Administration in Karvina
Winter 2023
Extent and Intensity
16/0/0. 5 credit(s). Type of Completion: zk (examination).
doc. Ing. Iveta Palečková, Ph.D. (lecturer)
Guaranteed by
doc. Ing. Iveta Palečková, Ph.D.
Department of Finance and Accounting – School of Business Administration in Karvina
Contact Person: Ing. Irena Szarowská, Ph.D., MPA
Fri 13. 10. 15:35–17:10 A216, Fri 10. 11. 8:05–9:40 A216, Fri 8. 12. 8:05–9:40 A216
Prerequisites (in Czech)
Course Enrolment Limitations
The course is only offered to the students of the study fields the course is directly associated with.

The capacity limit for the course is 24 student(s).
Current registration and enrolment status: enrolled: 14/24, only registered: 0/24
fields of study / plans the course is directly associated with
  • 1. Theoretical approaches to banking
  • Banking and general theory of equilibrium. Bank as a financial intermediary. Econimies of scale, transactional costs. Information sharing. Financial intermediation as delegated monitoring. Equilibrium and disequilibrium on the credit market, credit rationing, credit crunch and their causes. Methods how to measure disequilibrium on the credit market.
  • 2. Development trends in banking
  • Banking in the world and in the Czech Republic. Globalization in the banking sector, deregulation, dezintermediation of financial services. Privatization in banking. Integration in banking. Mergers and acquisitions in banking sector, their motives and consequences. Methods of valuation of mergers and acquisitions.
  • 3. Concentration and competition in banking
  • Concentration in banking and methods of its measurement. Concentration of banking sector in the Czech Republic and in the European Union. Model approach to competition in the banking sector. Problems of competition in banking. Empirical models for measurement of competitiveness of commercial banks.
  • 4. International banking
  • Organizational structure and products of international commercial banking. International payment system. International supervision of the banking sector. Products of international investment banking (issue of securities, mergers and acquisitions, banking on the foreign exchange market). Offshore financial centres and financial services.
  • 5. Bank efficiency
  • Theoretical definition of efficiency. Types of efficiency. Determinants of relative efficiency of banks in selected countries. Basic approach to efficiency measurement. Stochastic Frontier Approach, cost function, profit function. Data Envelopment Analysis, CCR model, BCC model.
  • 6. Performance and financial stability of the banking sector
  • Importance of financial stability. Assessment of performance and financial stability of banks. Importance of audit of financial institutions. Regulatory requirements. Phases of audit. Determination of the tested sample. Credit portfolio testing. Auditor´s report. Characteristics of rating. Development of rating. CAMEL, CAMEL B-COM and CAMELOT models.
  • 7. Banking crises
  • Characteristics of banking crises. Causes of banking crises and bank defaults. Consequences of banking crises and reactions on banking crises. Banking crises in selected countries. Costs of banking crises. Model approach to banking crises, bank run, bank panic, efficient and inefficient bank run.
    required literature
  • BIKKER, J. A. a L. SPIERDIJK, 2017. Handbook of Competition in Banking and Finance. Northamptom: Edward Elgar Publishing. ISBN 978-1-78536-329-0.
  • FREIXAS, X. and J. C. ROCHET. Microeconomics of Banking. 2nd ed. Cambridge: The MIT Press, 2008. ISBN 978-0-262-06270-1. info
  • PALEČKOVÁ, I., 2020. Bankovní modely a analýzy. Karviná: SU OPF.
    recommended literature
  • BERGER, A. N., P. MOLYNEUX a J. O. S. WILSON, 2015. The Oxford Handbook of Banking. Oxford: Oxford University Press. ISBN 978-0-19-968850-0.
  • FREIXAS, X., L .LAEVEN and J. L. PEYDRÓ. Systemic Risk, Crises, and Macroprudential Regulation. Massachusetts: The MIT Press, 2015. ISBN 978-0-262-02869-1. info
  • PALEČKOVÁ, Iveta. Performance Measurement in Banking: Empirical Application to Central and Eastern Europe. Praha: Professional Publishing, 2018, 189 pp. ISBN 978-80-88260-13-4. info
  • POLOUČEK, S. Bankovnictví. 2. vyd. Praha: C.H.Beck, 2013. ISBN 978-80-7400-491-9. info
  • WU, Y. An Analysis of Credit and Equilibrium Credit Rationing (The Financial sector of the American economy). London: Routledge, 2017. ISBN 978-11-3870-515-9. info
Assessment methods
40 % ongoing activites, 60 % final exam
Language of instruction
Further comments (probably available only in Czech)
Study Materials
The course can also be completed outside the examination period.
Information on the extent and intensity of the course: Přednáška 16 HOD/SEM.
The course is also listed under the following terms Winter 2020, Winter 2021, Winter 2022.
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