OPF:FIUNABMA Banking Models and Analysis - Course Information

FIUNABMA Banking Models and Analysis

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

Prerequisites

None

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

• Banking (programme OPF, N_HOSPOL)

Course objectives

The aim of this course is to deepen students´ knowledge especially in the banking theory, modeling and optimization of bank behavior. The attention will be paid to the external factors influencing the banking sector and the banking business, as well as legislation and international banking. The analysis of factors causing failures of financial institutions, restructuring and remediation of the banking sector is an integral part of the course. The students will get acquainted also with the bank efficiency, audit and rating in the banking sector. The development in the Czech banking sector will be compared with theory and also with practice in developed countries.

Syllabus

• 1. Trends of development in banking in the world and in the Czech Republic
  2. Theoretical approaches to banking
  3. Mergers and acquisitions in the banking sector and their valuation
  4. Concentration of the banking sector
  5. Competition in the banking sector
  6. Problems of competition in the banking sector
  7. Banking crisis
  8. Model approach to banking crisis
  9. Equilibrium and disequilibrium on the credit market
  10. International banking
  11. Bank efficiency and its determinants
  12. Methods for measuring the relative efficiency
  13. Audit and rating in the banking sector
  

Literature

required literature
• FREIXAS, X., ROCHET, J.CH. Microeconomics of Banking. . Massachusetts: The MIT Press Cambridge, 2008. ISBN 0-262-06270-4. info
• FREIXAS, X., ROCHET, J.CH. Microeconomics of Banking, 2nd Edition. Cambridge, MA, London, England: MIT, 2008. ISBN 978-0-262-06270-1. info

recommended literature
• Actual acts, decrees and provisions of the Czech National Bank. info
• KOCH, T.W., MACDONALD, S.S. Bank Management. 7th ed. Mason: South-Western Cengage Learning, 2010. ISBN 978-0-324-65578-0. info
• MORRISON, A.D., WILHELM, W.J. Investment Banking. Institutions, Politics, and Law. Oxford: Oxford University Press, 2008. ISBN 978-0-19-929657-6. info
• SAUNDERS, A., CORNETT, M.M. Financial Institutions Management. A Risk Management Approach. Boston etc.: McGraw-Hill, 2006. ISBN 007-124764-5. info
• STAVÁREK, D., POLOUČEK, S. The Financial Sector in the Enlarging European Union. (1st ed.). Newcastle: Cambridge Scholars Press, 2006. ISBN 1-84718-020-5. info
• ROSE, P.S., HUDGINS, S.C. Bank Management & Financial Services. Boston etc.: McGraw-Hill Irwin, 2005. ISBN 0-07-286163-0. info
• HEFFERNAN, S. Modern Banking. London: Willey,, 2004. ISBN 0-470-09500-8. info
• FIGHT, A. Understanding international bank risk. Chichester: Wiley Finance, 2003. ISBN 0-470-84768-9. info
• SINKEY, J.F. Commercial bank financial management in the financial-services industry. New Jearsey: Prentice Hall, 2002. ISBN 0-13-090910-6. info

Teaching methods

Skills demonstration
Seminar classes

Assessment methods

Test

Language of instruction

English

Further comments (probably available only in Czech)

The course can also be completed outside the examination period.

Teacher's information

attendance in seminars 25%, seminar paper, ongoing test, final oral exam

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

• Enrolment Statistics (Winter 2014, recent)
  
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