OPF:FIUNPRFR Financial and Banking Risk Man - Course Information

FIUNPRFR Financial and Banking Risk Management

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, 2015. ISBN 978-1-118-66021-8. info
• CHOUDHRY, M. An Introduction to Value-at-Risk. 5th ed. Chichester: John Wiley & Sons, 2013. ISBN 978-1-118-31672-6. info

recommended literature
• BIRINDELLI,, G. and P. FERRETTI. Operational Risk Management in Banks. Regulatory, Organizational and Strategic Issues. London: Palgrave Macmillan UK, 2015. ISBN 978-1-137-59451-8. info
• MEJSTŘÍK, M., M. PEČENÁ a P. TEPLÝ. Bankovnictví v teorii a praxi / Banking in Theory and Practice. Praha: Karolinum, 2014. ISBN 978-80-246-2870-7. info
• CHOUDHRY, M. An Introduction to Credit Derivatives. 2nd ed. Oxford: Elsevier, 2013. ISBN 978-0-08-098295-3. 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, 2013. ISBN 978-3-659-49360-7. 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

Activity	Difficulty [h]
Ostatní studijní zátěž	37
Přednáška	26
Seminář	13
Zkouška	40
Summary	116

• Enrolment Statistics (recent)
  
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