Syllabus
All course documents and links to on-line sessions will be available in Moodle - please self-enroll yourself: https://dl1.cuni.cz/course/view.php?id=13816 Preliminary flow of topics during the semester
1. Introduction and Basic Principles of Banking, overview of the banking industry, in the Czech Republic and worldwide
2. Basics (and recapitulation) of financial mathematics relevant for the course (NPV calculation, annuity calculation, valuation of financial instruments)
3. Financial statement analysis - interaction of bank´s financial statements and corporate financial statements
4. Basic banking operations, bank performance evaluation
5. Asset Liabilities Management and Basics of Risk Management
6. Credit Risk : Measurement and management, IFRS 9 provisioning
7. Market Risk : Measurement and management: Interest rate risk, Interest rate risk in the banking book, FX risk, equity risk, risk management techniques (GAP analysis, duration, VaR)
8. Operational Risk
9. Capital Regulation of Banks, capital management
10. Liquidity Risk: Measurement and management, Liquidity Regulation (Basel III, LCR, NSFR)
11. Central Banking and Interbank Market Operations
12. FinTech and current trends in banking Also a guest lecture may be included during the semester.
Annotation
The course covers topics related to banking industry and key banking operations. It helps students understand the nature of banks' balance sheets (and other relevant financial statements), asset and liabilities management, and main risks related to banks' business model such as credit risk, interest rate risk in the banking book, market risk, operational risk and liquidity risk. It also covers the basics of bank capital and capital management and liquidity regulation (Basel I-III). The course also outlines banking management techniques and discusses basic measurement methods for quantifying the individual risks.
The lectures and tutorials start on Thursday February 22, 2024. Each lecture (every Thursday, 11:00 a.m.) is followed by a tutorial (every Thursday, 12:30 a.m.) that provides students with examples and exercises related to the topic of the lecture.
During the semester the students are also provided with 3 short articles ("readings") focused on various aspects of banking / trends in banking, these readings complement the lectures. The lectures will be complemented by app. 3 guest lectures provided by experts from banking and fintech industry.
The students are encouraged to discuss the topics and share their experience and knowledge.
Summer semester 2024 is to be conducted in the lecture room 109 (Opletalova).
All information (incl. presentations, readings, tutorial materials etc.) and links to on-line sessions please find in Moodle: https://dl1.cuni.cz/course/view.php?id=15832
The course is taught in English, all materials and exams are in English only.