FIUNPRFR Financial and Banking Risk Management

School of Business Administration in Karvina
Winter 2020
Extent and Intensity
2/1/0. 4 credit(s). Type of Completion: zk (examination).
Teacher(s)
doc. Ing. Pavla Klepková Vodová, Ph.D. (lecturer)
doc. Ing. Pavla Klepková Vodová, Ph.D. (seminar tutor)
Guaranteed by
doc. Ing. Pavla Klepková Vodová, Ph.D.
Department of Finance and Accounting – School of Business Administration in Karvina
Contact Person: Ing. Irena Szarowská, Ph.D., MPA
Timetable
Tue 8:55–10:30 A318
  • Timetable of Seminar Groups:
FIUNPRFR/01: Tue 10:35–11:20 A318, P. Klepková Vodová
Prerequisites
FAKULTA ( OPF ) && TYP_STUDIA ( N ) && FORMA ( P )
None
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 10 student(s).
Current registration and enrolment status: enrolled: 0/10, only registered: 0/10
fields of study / plans the course is directly associated with
  • Banking (programme OPF, N_HOSPOL)
Course objectives
The aim of this course is to provide students with knowledge about measurement and management of individual types of financial risks. The lessons focuses mainly on credit risk, selected models of credit risk measurement and possibilities of credit risk transfer. The attention will be also paid to other types of risks: operational, market and liquidity risk. The students will get acquainted also with the use of risk-adjusted profitability, the importance of capital adequacy, its historical development and principles of the capital management in banks and financial groups.
Syllabus
  • 1. Risks of doing business in banking and methods of their measurement
    2. Credit risk and models of its measurement
    3. Credit risk transfer
    4. Operational risk and market risk
    5. Liquidity risk
    6. Risk-adjusted profitability and its use
    7. Capital adequacy of banks and financial groups
Literature
    required literature
  • Aktuální opatření a vyhlášky České národní banky. info
  • BESSIS, J. Risk Management in Banking. 4th ed. Chichester: John Wiley & Sons. ISBN 978-1-118-66021-8. 2015. info
  • CHOUDHRY, M. An Introduction to Value-at-Risk. 5th ed. Chichester: John Wiley & Sons. ISBN 978-1-118-31672-6. 2013. info
    recommended literature
  • BIRINDELLI,, G. and P. FERRETTI. Operational Risk Management in Banks. Regulatory, Organizational and Strategic Issues. London: Palgrave Macmillan UK. ISBN 978-1-137-59451-8. 2015. info
  • MEJSTŘÍK, M., M. PEČENÁ a P. TEPLÝ. Bankovnictví v teorii a praxi / Banking in Theory and Practice. Praha: Karolinum. ISBN 978-80-246-2870-7. 2014. info
  • CHOUDHRY, M. An Introduction to Credit Derivatives. 2nd ed. Oxford: Elsevier. ISBN 978-0-08-098295-3. 2013. info
  • VODOVÁ, P. Liquidity risk of banks in the Visegrad Countries. An empirical analysis of bank liquidity, its determinants and liquidity risk sensitivity. Saarbrücken: Lambert Academic Publishing. ISBN 978-3-659-49360-7. 2013. info
Teaching methods
Skills demonstration
Seminar classes
Assessment methods
Ongoing tests, oral examination
Language of instruction
Czech
Further comments (probably available only in Czech)
Study Materials
The course can also be completed outside the examination period.
Teacher's information
ActivityDifficulty [h]
Ostatní studijní zátěž37
Přednáška26
Seminář13
Zkouška40
Summary116
The course is also listed under the following terms Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019.
  • Enrolment Statistics (recent)
  • Permalink: https://is.slu.cz/course/opf/winter2020/FIUNPRFR