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
prof. RNDr. Stanislav Polouček, CSc.
Department of Finance and Accounting – School of Business Administration in Karvina
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
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.
  • Enrolment Statistics (Winter 2009, recent)
  • Permalink: https://is.slu.cz/course/opf/winter2009/FIN409M