OPF:FIN409M Financial Risk Management B

FIN409M Financial Risk Management B

School of Business Administration in Karvina
Winter 2009

Extent and Intensity

2/1/0. 5 credit(s). Type of Completion: z (credit).

Guaranteed by

Course Enrolment Limitations

The course is also offered to the students of the fields other than those the course is directly associated with.

fields of study / plans the course is directly associated with

there are 8 fields of study the course is directly associated with, display

Literature

required literature

JÍLEK, J. Finanční rizika. Praha: GRADA Publishing, 2000. ISBN 80-7169-579-3. info
SAUNDERS, A. Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms. New York: John Wiley & Sons, 1999. ISBN 0-471-35084-2. info

recommended literature

VODOVÁ, P. Credit Risk as a Cause of Banking Crisis. [online] In Proceedings of the Second International Workshop on Efficiency of Financial Institutions and European Integration. Lisbon: Technical University - Institut of Econo, 2003. info
Credit risk transfer. Basel: Bank for International Settlements, 2003. ISBN 92-9131-641-5. 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
BESSIS, J. Risk Management in Banking(2nd ed.). Chichester: John Wiley & Sons, 2002. ISBN 0-471-893366. info
DEMPSTER, MAH. Risk Management: Value At Risk and Beyond. Cambridge: University Press, 2002. ISBN 0-521-78180-9. info
SEKERKA, B. Řízení bankovních rizik. Praha: Profess Consulting, 1998. ISBN 80-85235-56-0. info

Language of instruction

Czech

Further Comments

The course can also be completed outside the examination period.

The course is also listed under the following terms Winter 2007, Summer 2008, Winter 2008, Winter 2010, Winter 2011.