FINPFRA Financial Risk Management A

School of Business Administration in Karvina
Summer 2009
Extent and Intensity
2/1/0. 4 credit(s). Type of Completion: zk (examination).
Teacher(s)
doc. Ing. Pavla Klepková Vodová, Ph.D. (lecturer)
Guaranteed by
doc. Ing. Pavla Klepková Vodová, Ph.D.
Department of Finance and Accounting – School of Business Administration in Karvina
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives (in Czech)
The aim of the course is to provide students with essential knowledge in various types of financial risks. The students will gradually get acquainted with financial risk management, risk measurement and with capital adequacy regulation. The attention will be paid mainly on credit risk, market risk and operational risk, with respect to practice of financial risk management.
Syllabus (in Czech)
  • 1. Financial risks
    2. Financial risk measurement
    3. Credit risk
    4. Loans provided by banks
    5. Products of bank for housing financing
    6. Credit risk mitigation
    7. Credit analysis
    8. Liquidity risk
    9. Market risk
    10. Interest rate risk
    11. Operational risk
    12. Capital adequacy
    13. Economic and regulatory capital
Literature
    required literature
  • Actual legislative acts, actual decrees and provisions of Czech National Bank. info
  • BESSIS, J. Risk Management in Banking(2nd ed.). Chichester: John Wiley & Sons, 2002. ISBN 0-471-893366. info
    recommended literature
  • Various readings from The Economist, The Banker, Euromoney and other financial magazines. info
  • ALLEN, S. Financial risk management: a practitioner´s guide to managing market and credit risk. New Jersey: John Wiley & Sons, 2003. ISBN 0-471-21977-0. info
  • ROSE, PS. Commercial Bank Management. New York: McGraw-Hill, 2002. ISBN 0-07-112122-6. info
  • BRINK, GJ. Operational risk: The new challenge for banks. New York: Palgrave, 2002. ISBN 0-333-96868-9. info
Language of instruction
English
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
The course is also listed under the following terms Summer 2008, Summer 2010, Summer 2011, Summer 2012, Summer 2013, Summer 2014.
  • Enrolment Statistics (Summer 2009, recent)
  • Permalink: https://is.slu.cz/course/opf/summer2009/FINPFRA